A study of wavelet analysis and data extraction from second-order self-similar time series

DOI10.1155/2013/102834zbMath1296.62165OpenAlexW2085600220WikidataQ59022546 ScholiaQ59022546MaRDI QIDQ460127

Homer Toral Cruz, Deni Torres-Román, Leopoldo Estrada Vargas

Publication date: 13 October 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/102834

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Self-similar stochastic processes (60G18) Communication theory (94A05)

Related Items (1)

A fast simulation model based on Lindley's recursion for the G/G/1/K queue

Uses Software

• longmemo

Cites Work

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• Estimation of Hurst exponent revisited
• Cochran's statistical theorem revisited
• Tests for Hurst effect
• Long-range Dependence: Revisiting Aggregation with Wavelets
• Is Network Traffic Self-Similar or Multifractal?
• Wavelet analysis and synthesis of fractional Brownian motion
• Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
• Self-similar processes in communications networks
• A wavelet-based joint estimator of the parameters of long-range dependence

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