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Multichannel Deconvolution with Long-Range Dependence: A Minimax Study
adaptivity Besov spaces block thresholding deconvolu-tion Fourier analysis functional data long-range dependence,Meyer wavelets mini-max estimators multichannel deconvolution partial differential equations stationary sequences wavelet analysis
2013/6/13
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...
Criticisms of modelling packet traffic using long-range dependence (extended version)
Criticisms modelling packet traffic long-range dependence
2013/5/2
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...
Reduced long-range dependence combining Poisson bursts with on--off sources
Teletraffic fractional Brownian motion on–off process
2011/7/5
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...
Asymptotic optimal designs under long-range dependence error structure
asymptotic optimal designs linear regression long-range dependence
2010/3/9
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...
The V/S test of long-range dependence in random fields
Long memory V/S statistic random fields
2009/9/16
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...
Estimators for Long Range Dependence:An Empirical Study
Strong dependence Global dependence Longrange dependence Hurst parameter estimators
2010/3/17
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...