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Estimation of long-range dependent parameters based on real traffic

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Abstract

    We use three parameters as a measure of long-range dependence (LRD) and we are interested in estimating the three LRD parameters for LFSN processes. The estimation work is implemented by sample autocorrelation function (ACF) method proposed in this paper. We present a summary of this estimation technique and a study of how the estimator can be applied to real data since the sample ACF estimator is only for symmetric processes and real data is almost non-symmetric. © 2004 Elsevier B.V. All rights reserved.
    Original languageEnglish
    Pages (from-to)2221-2228
    JournalSignal Processing
    Volume84
    Issue number11 SPEC. ISS.
    DOIs
    Publication statusPublished - Nov 2004

    Research Keywords

    • Long-range dependence
    • Parameter estimation
    • Sample autocorrelation

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