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ArticleLASS: a tool for the local analysis of self-similarity

Stilian Stoev2005

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Articlegreen2005

LASS: a tool for the local analysis of self-similarity

Stilian Stoev · Murad S. Taqqu · Cheolwoo Park · George C. Michailidis · James Stephen Marron

72 citations·0/0 files stored·Computational Statistics & Data Analysis

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Complex Systems and Time Series Analysis Network Traffic and Congestion Control Time Series Analysis and Forecasting

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 1996Statistics for Long-Memory Processes.1996Statistics for Long-Memory Processes.1995Gaussian Semiparametric Estimation of Long Range Dependence 2003Theory and applications of long-range dependence 1998Wavelet analysis of long-range-dependent traffic 1975Weak convergence to fractional brownian motion and to the rosenblatt process 1996G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance

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Year2005

Typearticle

Published2005-01-25

VenueComputational Statistics & Data Analysis

ISSN-L0167-9473

Languageen

Citations72

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.csda.2004.12.014

openalex_workW2158384564

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