Estimation of Long-Range Dependence Using Wavelets

  title={Estimation of Long-Range Dependence Using Wavelets},
  author={David Boulliant and Parag Pruthi and Adrian Popescu},
A wavelet-based tool is reported for the analysis of Long-Range Dependence (LRD) traffic to allow for semiparametric estimation of the Hurst (H) parameter. Validation has been also done, by using fBm and fGn models, and the obtained estimations show excellent agreements with the theoretical results. 

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