Fast optimization method: an on-line hurst parameter estimator
An extended version of optimization method (OM) for on-line Hurst estimation is presented named as fast optimization method (FOM). The on-line Hurst estimator is crucial to characterize self-similar feature on stochastic process and widely applied in various fields such as in network traffic analysi...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Published: |
2007
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| Subjects: |