A joint estimator is presented for the two parameters that define the long-range dependence
phenomenon in the simplest case. The estimator is based on the coefficients of a discrete …

A wavelet-based tool for the analysis of long-range dependence and a related semi-
parametric estimator of the Hurst parameter is introduced. The estimator is shown to be …

Various wavelet-based estimators of self-similarity or long-range dependence scaling
exponent are studied extensively. These estimators mainly include the (bi) orthogonal …

An on-line version of the Abry-Veitch (see IEEE GLOBECOM'98, Sydney, Australia, p. 3716-
21, 1998) wavelet-based estimator of the Hurst parameter is presented. It has very low …

In this contribution, the statistical properties of the wavelet estimator of the long-range
dependence parameter introduced in Abry et al.(1995) are discussed for a stationary …

In recent years there has been much interest in the analysis of time series using a discrete
wavelet transform (DWT) based upon a Daubechies wavelet filter. Part of this interest has …

The analysis and modeling of computer network traffic is a daunting task considering the
amount of available data. This is quite obvious when considering the spatial dimension of …

Scaling phenomena have been observed in a wide range of applications. Self-similar and
long-range dependent processes are two of the most important kinds of random processes …

Over the last few years, the network community has started to make heavy use of novel
concepts such as self-similarity and long-range dependence (LRD). Despite their wide use …

The complexity and richness of telecommunications traffic is such that one may despair to
find any regularity or explanatory principles. Nonetheless, the discovery of scaling behavior …