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A sampling technique for variance estimation of long-range dependent traffic

โœ Scribed by Aracil, J.

Book ID
117885673
Publisher
IEEE
Year
2004
Tongue
English
Weight
206 KB
Volume
8
Category
Article
ISSN
1089-7798

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โœ Liang Peng ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 95 KB

Suppose our data {Xn} come from the model Xt = โˆž j = 0 cjZt-j, where {Zn} are i.i.d. with a symmetric distribution function which lies in the domain of normal attraction of a stable law with index โˆˆ (1; 2). Further we assume that cj = j d-1 L(j), where parameter d โˆˆ (0; 1 -1= ) and L is a normalized