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We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian errors. We do not limit our consideration to a specific t...
This paper criticises the notion that long-range dependence is an important contributor to the queuing behaviour of real Internet traffic. The idea is questioned in two different ways. Firstly, a clas...
A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed...
We discuss the optimal design problem in regression models with long-range dependence error structure. Asymptotic optimal designs are derived and it is demonstrated that these designs depend only in...
Recently, Giraitis et al. (2003, [10]) proposed the $V/S$ statistic for testing long memory in random sequences. We generalize this statistic to the setting of random fields. The null hypothesis is co...
We present the results of a simulation study into the properties of 12 different estimators of the Hurst parameter, H, or the fractional integration parameter, d, in long memory time series. We comp...

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