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Results for Hurst parameter

Publications & Outputs

  1. Long-range dependence analysis of Internet traffic

    Park, C., Hernandez-Campos, F., Le, L., Marron, J. S., Park, J., Pipiras, V., Smith, F. D., Smith, R. L., Trovero, M. & Zhu, Z., 2011, In: Journal of Applied Statistics. 38, 7, p. 1407-1433 27 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Robust estimation of the Hurst parameter and selection of an onset scaling.

    Park, J. & Park, C., 10/2009, In: Statistica Sinica. 19, 4, p. 1531-1555 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review