A simple estimator of the Hurst exponent for self-similar traffic flows

In this paper it presents, develops and discusses a new and simple algorithm based on the local maximum likelihood estimator of Whittle, for the estimation of the Hurst exponent of stationary second order time series representing the self-similar with long-range dependence traffic flows presents in...

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Veröffentlicht in:	Revista IEEE América Latina 2014-12, Vol.12 (8), p.1349-1354
Hauptverfasser:	Millan, Ginno, San Juan, Enrique, Jamett, Marcela
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Computational modeling Computer networks Exponents High-speed computer networks Hurst exponent (H) Local area networks Local Whittle estimator Long-range dependence (LRD) Mathematical analysis Mathematical models Maximum likelihood estimation Maximum likelihood estimator (MLE) Maximum likelihood estimators Search methods Self-similarity Silicon Silicon compounds Traffic flow Traffic flows modeling and simulating Wide area networks
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