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 language | English |
|---|---|
| Pages (from-to) | 2221-2228 |
| Journal | Signal Processing |
| Volume | 84 |
| Issue number | 11 SPEC. ISS. |
| DOIs | |
| Publication status | Published - Nov 2004 |
Research Keywords
- Long-range dependence
- Parameter estimation
- Sample autocorrelation
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