Prediction and tracking of long-range-dependent sequences

DOI10.1016/j.sysconle.2005.03.004zbMath1129.62411OpenAlexW2110740529MaRDI QIDQ2504607

Erhan Bayraktar, Raghuveer Rao, H. Vincent Poor

Publication date: 25 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2005.03.004

zbMATH Keywords

long range dependencefractional Gaussian noisetracking problems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Fractional Lévy stable motion: finite difference iterative forecasting model ⋮ On the predictability of long-range dependent series

Cites Work

• Bursty traffic over CDMA: Predictive MAI temporal structure, rate control and admission control.
• ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC
• Multiple-Access Interference Processes Are Self-Similar in Multimedia CDMA Cellular Networks
• Signal detection in fractional Gaussian noise
• A Source traffic model and its transient analysis for network control
• Linear estimation of self-similar processes via Lamperti's transformation
• Rate control of elastic connections competing with long-range dependent network traffic
• ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS
• Multiple time scale congestion control for self-similar network traffic
• On the prediction of fractional Brownian motion
• Stochastic Differential Games in a Non-Markovian Setting
• Discrete-time models for statistically self-similar signals
• A Limit Theorem for Financial Markets with Inert Investors

This page was built for publication: Prediction and tracking of long-range-dependent sequences