Estimation of Long-Range Dependence Using Wavelets
| Document type: | Conference Papers |
|---|---|
| Peer reviewed: | Yes |
| Full text: | |
| Author(s): | David Boulliant, Parag Pruthi, Adrian Popescu |
| Title: | Estimation of Long-Range Dependence Using Wavelets |
| Conference name: | The 6th IFIP Workshop on Performance Modelling and Evaluation of ATM Networks (IFP ATM'98) |
| Year: | 1998 |
| City: | Ilkley, United Kingdom |
| Organization: | Blekinge Institute of Technology |
| Department: | Dept. of Telecommunications and Mathematics (Institutionen för telekommunikation och matematik) Dept. of Telecommunications and Mathematics S-37179 Karlskrona +46 455 38 50 00 |
| Authors e-mail: | apo@bth.se |
| Language: | English |
| Abstract: | A wavelet-based tool is reported for the analysis of Long-Range Dependence (LRD) traffic to allow for semiparametric estimation of the Hurst (H) parameter. Validation has been also done, by using fBm and fGn models, and the obtained estimations show excellent agreements with the theoretical results. |
| Subject: | Computer Science\Networks and Communications Telecommunications\Modelling of Bursty Traffics |
| Keywords: | Long-Range Dependence, Hurst parameter, wavelets |
