Sign-valued analysis of stochastic processes with self-similar property and related algorithms of its program implementation

Sign-valued analysis of stochastic processes with self-similar property and related algorithms of its program implementation

Information and Signal Processing

Authors:

Guda Alexandr N. Butakova Mariya A.

Abstract:

Methods and algorithms of Hurst statistical estimation of stochastic process with self-similar property has been developed for packet telecommunication traffic.