๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Optimal spectral kernel for long-range dependent time series

โœ Scribed by Miguel A. Delgado; Peter M. Robinson

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
297 KB
Volume
30
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Cyclical long-range dependence and the w
Cyclical long-range dependence and the warming effect in a long temperature time series
โœ L. A. Gil-Alana ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 133 KB

## Abstract In this paper, we propose a new approach for modelling a long temperature time series, using fractional cyclical integration. This model is based on the observation that the estimated spectrum of the series (the average annual temperature in Central England, 1659โ€“2001) has its highest v

Real-time VP bandwidth control for long-
Real-time VP bandwidth control for long-range-dependent traffic
โœ Sz. Malomsoky; A. Vidรกcs; H. Saito ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 207 KB

The asymptotics of cell loss ratio (CLR) in the regime of large bu!ers are exponential and can be characterized by two parameters, the asymptotic constant and asymptotic decay rate. This result is very general, provided that the arrival process does not possess long-range dependence. As for the long