1998
DOI: 10.1109/18.650984
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Wavelet analysis of long-range-dependent traffic

Abstract: Abstract-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 unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing the direct analysis of very large data sets, and is highly robust against the presence of deterministic trends, as well as allowing their detection and identification. Statistical, computational, and numeri… Show more

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Cited by 806 publications
(677 citation statements)
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References 28 publications
(49 reference statements)
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“…A number of additional studies have also compared wavelet-based approaches to Whittle and other approaches [6,339,378]. These generally show the wavelet approach to be better, in terms of both reduced bias and variability (and hence, tighter confidence intervals).…”
Section: Comparison Of Resultsmentioning
confidence: 99%
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“…A number of additional studies have also compared wavelet-based approaches to Whittle and other approaches [6,339,378]. These generally show the wavelet approach to be better, in terms of both reduced bias and variability (and hence, tighter confidence intervals).…”
Section: Comparison Of Resultsmentioning
confidence: 99%
“…The identification and analysis of such effects are done using wavelets [6,566,662]. Wavelet analysis (as described in Section 7.4.5) is reminiscent of spectral analysis in the sense that the signal being studied is expressed in terms of a set of basis functions, or, rather, in terms of the coefficients of the different basis functions.…”
Section: More Complex Scaling Behaviormentioning
confidence: 99%
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“…Além disso, os coeficientes da DWT de um sinal 1/f são praticamente não-correlacionados (intra e inter-escalas) [4]. Por essa razão, as wavelets têm sido amplamente empregadas nas análise e síntese (simulação) de sinais fractais [52].…”
Section: Waveletunclassified