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dc.contributor.authorProchaska, J.
dc.contributor.authorVargic, R.
dc.date.accessioned2016-03-17T14:04:30Z
dc.date.available2016-03-17T14:04:30Z
dc.date.issued2009-06cs
dc.identifier.citationRadioengineering. 2009, vol. 18, č. 2, s. 238-241. ISSN 1210-2512cs
dc.identifier.issn1210-2512
dc.identifier.urihttp://hdl.handle.net/11012/57104
dc.description.abstractWe 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.en
dc.formattextcs
dc.format.extent238-241cs
dc.format.mimetypeapplication/pdfen
dc.language.isoencs
dc.publisherSpolečnost pro radioelektronické inženýrstvícs
dc.relation.ispartofRadioengineeringcs
dc.relation.urihttp://www.radioeng.cz/fulltexts/2009/09_02_238_241.pdfcs
dc.rightsCreative Commons Attribution 3.0 Unported Licenseen
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/en
dc.subjectSelf-similarityen
dc.subjectHurst parameteren
dc.subjectautocorrelation functionen
dc.subjectfractional Gaussian noiseen
dc.titleUsing Digital Filtration for Hurst Parameter Estimationen
eprints.affiliatedInstitution.facultyFakulta eletrotechniky a komunikačních technologiícs
dc.coverage.issue2cs
dc.coverage.volume18cs
dc.rights.accessopenAccessen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen


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