Wavelet analysis of long-range-dependent traffic
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- Not all estimators are born equal: the empirical properties of some estimators of long memory
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- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
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- Intermittency and coherent structures in a swirling flow: A wavelet analysis of joint pressure and velocity measurements
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- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL
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- ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS
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- A new estimator of the self-similarity exponent through the empirical likelihood ratio test
- Detecting long-range dependence with truncated ratios of periodogram ordinates
- Modeling stock market dynamics with stochastic differential equation driven by fractional Brownian motion: a Bayesian method
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of southeast Europe
- Modelling for the wavelet coefficients of ARFIMA processes
- Estimation of traffic matrices in the presence of long memory traffic
- A note on Bayesian inference for long-range dependence of a stationary two-state process
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- Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
- Locally stationary long memory estimation
- A Random Multifractal Model with a Given Spectrum
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- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
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- Power spectra of random spike fields and related processes
- CHARACTERIZATION OF LASER PROPAGATION THROUGH TURBULENT MEDIA BY QUANTIFIERS BASED ON THE WAVELET TRANSFORM
- NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS
- On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion
- Multiscale analysis and data networks
- Blind maximum likelihood estimation of traffic matrices under long-range dependent traffic
- Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise
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