DC Field | Value | Language |
---|---|---|
dc.contributor.author | Park, Cheolwoo | ko |
dc.contributor.author | Hernandez-Campos, Felix | ko |
dc.contributor.author | Le, Long | ko |
dc.contributor.author | Marron, J. S. | ko |
dc.contributor.author | Park, Juhyun | ko |
dc.contributor.author | Pipiras, Vladas | ko |
dc.contributor.author | Smith, F. D. | ko |
dc.contributor.author | Smith, Richard L. | ko |
dc.contributor.author | Trovero, Michele | ko |
dc.contributor.author | Zhu, Zhengyuan | ko |
dc.date.accessioned | 2021-06-11T01:30:39Z | - |
dc.date.available | 2021-06-11T01:30:39Z | - |
dc.date.created | 2021-06-11 | - |
dc.date.created | 2021-06-11 | - |
dc.date.issued | 2011 | - |
dc.identifier.citation | JOURNAL OF APPLIED STATISTICS, v.38, no.7, pp.1407 - 1433 | - |
dc.identifier.issn | 0266-4763 | - |
dc.identifier.uri | http://hdl.handle.net/10203/285760 | - |
dc.description.abstract | Long-range-dependent time series are endemic in the statistical analysis of Internet traffic. The Hurst parameter provides a good summary of important self-similar scaling properties. We compare a number of different Hurst parameter estimation methods and some important variations. This is done in the context of a wide range of simulated, laboratory-generated, and real data sets. Important differences between the methods are highlighted. Deep insights are revealed on how well the laboratory data mimic the real data. Non-stationarities, which are local in time, are seen to be central issues and lead to both conceptual and practical recommendations. | - |
dc.language | English | - |
dc.publisher | TAYLOR & FRANCIS LTD | - |
dc.title | Long-range dependence analysis of Internet traffic | - |
dc.type | Article | - |
dc.identifier.wosid | 000290406300008 | - |
dc.identifier.scopusid | 2-s2.0-79956369960 | - |
dc.type.rims | ART | - |
dc.citation.volume | 38 | - |
dc.citation.issue | 7 | - |
dc.citation.beginningpage | 1407 | - |
dc.citation.endingpage | 1433 | - |
dc.citation.publicationname | JOURNAL OF APPLIED STATISTICS | - |
dc.identifier.doi | 10.1080/02664763.2010.505949 | - |
dc.contributor.localauthor | Park, Cheolwoo | - |
dc.contributor.nonIdAuthor | Hernandez-Campos, Felix | - |
dc.contributor.nonIdAuthor | Le, Long | - |
dc.contributor.nonIdAuthor | Marron, J. S. | - |
dc.contributor.nonIdAuthor | Park, Juhyun | - |
dc.contributor.nonIdAuthor | Pipiras, Vladas | - |
dc.contributor.nonIdAuthor | Smith, F. D. | - |
dc.contributor.nonIdAuthor | Smith, Richard L. | - |
dc.contributor.nonIdAuthor | Trovero, Michele | - |
dc.contributor.nonIdAuthor | Zhu, Zhengyuan | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Hurst parameter | - |
dc.subject.keywordAuthor | Internet traffic | - |
dc.subject.keywordAuthor | long-range dependence | - |
dc.subject.keywordAuthor | multiscale analysis | - |
dc.subject.keywordAuthor | non-stationarity | - |
dc.subject.keywordPlus | FRACTIONAL BROWNIAN-MOTION | - |
dc.subject.keywordPlus | ROBUST ESTIMATION | - |
dc.subject.keywordPlus | WAVELET ANALYSIS | - |
dc.subject.keywordPlus | SELF-SIMILARITY | - |
dc.subject.keywordPlus | HURST PARAMETER | - |
dc.subject.keywordPlus | SIZER | - |
dc.subject.keywordPlus | SIMULATION | - |
dc.subject.keywordPlus | SELECTION | - |
dc.subject.keywordPlus | ONSET | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.