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Analysis of LRD Series with Time-Varying Hurst Parameter

It has been previously shown that actual network traffic exhibits long-range dependence. The Hurst parameter captures the degree of long-range dependence; however, because of the nature of computer network traffic, the Hurst parameter may not remain constant over a long period of time. An iterative...

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書目詳細資料
發表在:Computación y Sistemas
Main Authors: Sergio Ledesma Orozco, Gustavo Cerda Villafaña, Gabriel Aviña Cervantes, Donato Hernández Fusilier, Miguel Torres Cisneros
格式: Artigo
語言:Inglês
出版: Instituto Politécnico Nacional 2010
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在線閱讀:https://www.redalyc.org/articulo.oa?id=61519182005
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