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...
Main Authors: | María Estrella Sousa-Vieira, Manuel Fernández-Veiga |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-06-01
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Series: | Fractal and Fractional |
Subjects: | |
Online Access: | https://www.mdpi.com/2504-3110/7/6/455 |
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