Now showing items 1-1 of 1

  • Using Digital Filtration for Hurst Parameter Estimation 

    Prochaska, J.; Vargic, R. (Společnost pro radioelektronické inženýrství, 2009-06)
    We present a new method to estimate the Hurst parameter. The method exploits the form of the autocorrelation function for second-order self-similar processes and is based on one-pass digital filtration. We compare the ...