Analysis of LRD Series with Time-Varying Hurst Parameter

Sergio Ledesma Orozco,Gustavo Cerda Villafaña,Gabriel Aviña Cervantes,Donato Hernández Fusilier,Miguel Torres Cisneros

Analysis of LRD Series with Time-Varying Hurst Parameter

2010

Sergio Ledesma Orozco
Gustavo Cerda Villafaña
Gabriel Aviña Cervantes
Donato Hernández Fusilier
Miguel Torres Cisneros

Resumen en: It has been previously shown that actual network traffic exhibits long-range dependence. The Hurst parameter captures the degree of long-range dependence...

Keywords:

Econometrics
Detrended fluctuation analysis
Geography
Hurst exponent
Statistics
Self-similarity
Rescaled range
Statistical physics

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