Using Digital Filtration for Hurst Parameter Estimation

dc.contributor.author	Prochaska, Jan
dc.contributor.author	Vargic, Radoslav
dc.coverage.issue	2	cs
dc.coverage.volume	18	cs
dc.date.accessioned	2016-03-17T14:04:30Z
dc.date.available	2016-03-17T14:04:30Z
dc.date.issued	2009-06	cs
dc.description.abstract	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.	en
dc.format	text	cs
dc.format.extent	238-241	cs
dc.format.mimetype	application/pdf	en
dc.identifier.citation	Radioengineering. 2009, vol. 18, č. 2, s. 238-241. ISSN 1210-2512	cs
dc.identifier.issn	1210-2512
dc.identifier.uri	http://hdl.handle.net/11012/57104
dc.language.iso	en	cs
dc.publisher	Společnost pro radioelektronické inženýrství	cs
dc.relation.ispartof	Radioengineering	cs
dc.relation.uri	http://www.radioeng.cz/fulltexts/2009/09_02_238_241.pdf	cs
dc.rights	Creative Commons Attribution 3.0 Unported License	en
dc.rights.access	openAccess	en
dc.rights.uri	http://creativecommons.org/licenses/by/3.0/	en
dc.subject	Self-similarity	en
dc.subject	Hurst parameter	en
dc.subject	autocorrelation function	en
dc.subject	fractional Gaussian noise	en
dc.title	Using Digital Filtration for Hurst Parameter Estimation	en
dc.type.driver	article	en
dc.type.status	Peer-reviewed	en
dc.type.version	publishedVersion	en
eprints.affiliatedInstitution.faculty	Fakulta eletrotechniky a komunikačních technologií	cs

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