A Wavelet-based approach to the estimation of the Hurst Parameter for self-similar data

@inproceedings{Giordano1997AWA,
  title={A Wavelet-based approach to the estimation of the Hurst Parameter for self-similar data},
  author={Stefano Giordano and S. Miduri and Michele Pagano and Franco Russo and Sandra Tartarelli},
  year={1997}
}
In this paper we analyse a wavelet based method for the estimation of the Hurst parameter of syntheticallygenerated self-similar traces, widely used in a great variety of applications, ranging from computer graphics to parsimonious traffic modelling in broadband networks. The aim of this work is to point out the efficiency of multiresolution schemes in the analysis of fractal processes, characterized by similar statistical features over different time scales. To this end we generated a huge… CONTINUE READING
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