Estimation of long-range dependent parameters based on real traffic

Authors:
Zhipin Ye;Chuangyin Dang
Affiliations:
Department of MEEM, City University of Hong Kong, Hong Kong;Department of MEEM, City University of Hong Kong, Hong Kong
Venue:
Signal Processing - Signal processing in communications
Year:
2004

Citing 3
Cited 0

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Abstract

We use three parameters as a measure of long-range dependence (LRD) and we are interested in estimating the three LRD parameters for LFSN processes. The estimation work is implemented by sample autocorrelation function (ACF) method proposed in this paper. We present a summary of this estimation technique and a study of how the estimator can be applied to real data since the sample ACF estimator is only for symmetric processes and real data is almost non-symmetric.