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Efficient Generators of the Generalized Fractional Gaussian Noise and Cauchy Processes

In the last years of the past century, complex correlation structures were empirically observed, both in aggregated and individual traffic traces, including long-range dependence, large-timescale self-similarity and multi-fractality. The use of stochastic processes consistent with these properties h...

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Библиографические подробности
Главные авторы: María Estrella Sousa-Vieira, Manuel Fernández-Veiga
Формат: Artigo
Язык:Inglês
Опубликовано: MDPI AG 2023-06-01
Серии:Fractal and Fractional
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Online-ссылка:https://www.mdpi.com/2504-3110/7/6/455
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