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
Edit