Estimation, testing and prediction for self-similar and related processes

Jan Beran · CERN Document Server (European Organization for Nuclear Research) · 1986

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Type: dissertation
Published: 1986-01-01
Cited by: 45
References: 0
Access: Open access
DOI: https://doi.org/10.3929/ethz-a-000365421
OpenAlex: https://openalex.org/W1512573266
Semantic Scholar: https://api.semanticscholar.org/CorpusID:60741396

Keywords

Estimation, Econometrics, Statistics, Computer science, Artificial intelligence

References

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Cited by

Simulation Modeling of Self-Similarity in Network TrafficJames Westall, Robert Geist, Kevin F. Spicer — 1999
Fast approximation of self-similar network trafficVern Paxson — 1995
Processos de memória longa e métodos de estimação do parâmetro que controla a memória longaC. M. Oliveira — 2004
Stationary and nonstationary Farima models : model choice, forecasting, aggregation and interventionD. Ocker — 1999
Space-time modeling with long-memory dependence: assessing Ireland's wind-power resource. Technical reportJohn Haslett — 1987
Long memory in time series: Semiparametric estimation and conditional heteroscedasticity.Marc Henry — 1999
Correlational and distributional effects in network traffic modelsRobert Geist, James Westall — 2000
Cell loss recovery in Banyan networks using RS codes under self-similar trafficJ. Raja, S. Shanmugavel — 2001
Efficient parameter estimation for self-similar processesRainer Dahlhaus — 1989
Convergence rates in density estimation for data from infinite-order moving average processesPeter Hall, Jeffrey D. Hart — 1990
Long Memory in Foreign-Exchange RatesYin‐Wong Cheung — 1993
Fast, approximate synthesis of fractional Gaussian noise for generating self-similar network trafficVern Paxson — 1997
Contrasts under long-range correlationsH. Kunsch, Jan Beran, Frank R. Hampel — 1993
The Jackknife and the Bootstrap for General Stationary ObservationsHans R. Künsch — 1989
Statistical methods for data with long-range dependenceJan Beran — 1992
Nonparametric regression with dependent errorsYuhong Yang — 2001
Synthesis of fractional gaussian noise using linear approximation for generating self-similar network trafficSergio Ledesma, Derong Liu — 2000
On the self-similar nature of Ethernet traffic (extended version)W.E. Leland, Murad S. Taqqu, Walter Willinger — 1994
Long-range dependence in variable-bit-rate video trafficJan Beran, Robert P. Sherman, Murad S. Taqqu — 1995
On the self-similar nature of Ethernet trafficW.E. Leland, Murad S. Taqqu, Walter Willinger — 1993

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