Using Digital Filtration for Hurst Parameter Estimation
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Date
2009-06
Authors
ORCID
Advisor
Referee
Mark
Journal Title
Journal ISSN
Volume Title
Publisher
Společnost pro radioelektronické inženýrství
Abstract
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 performance and properties of the new method with that of the most common methods.
Description
Citation
Radioengineering. 2009, vol. 18, č. 2, s. 238-241. ISSN 1210-2512
http://www.radioeng.cz/fulltexts/2009/09_02_238_241.pdf
http://www.radioeng.cz/fulltexts/2009/09_02_238_241.pdf
Document type
Peer-reviewed
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Published version
Date of access to the full text
Language of document
en