Using Digital Filtration for Hurst Parameter Estimation
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Prochaska, Jan
Vargic, Radoslav
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Mark
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Společnost pro radioelektronické inženýrství
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We present a new method to estimate the Hurst parameter. The method exploits the form of the autocorrelation function for second-order self-similar processes and is based on one-pass digital filtration. We compare the performance and properties of the new method with that of the most common methods.
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Radioengineering. 2009, vol. 18, č. 2, s. 238-241. ISSN 1210-2512
http://www.radioeng.cz/fulltexts/2009/09_02_238_241.pdf
http://www.radioeng.cz/fulltexts/2009/09_02_238_241.pdf
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Peer-reviewed
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en
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Except where otherwised noted, this item's license is described as Creative Commons Attribution 3.0 Unported License