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Multichannel Deconvolution with Long-Range Dependence: A Minimax Study
adaptivity Besov spaces block thresholding deconvolu-tion Fourier analysis functional data long-range dependence,Meyer wavelets mini-max estimators multichannel deconvolution partial differential equations stationary sequences wavelet analysis
2013/6/13
We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian errors. We do not limit our consideration to a specific t...
Criticisms of modelling packet traffic using long-range dependence (extended version)
Criticisms modelling packet traffic long-range dependence
2013/5/2
This paper criticises the notion that long-range dependence is an important contributor to the queuing behaviour of real Internet traffic. The idea is questioned in two different ways. Firstly, a clas...
Reduced long-range dependence combining Poisson bursts with on--off sources
Teletraffic fractional Brownian motion on–off process
2011/7/5
A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed...
Asymptotic optimal designs under long-range dependence error structure
asymptotic optimal designs linear regression long-range dependence
2010/3/9
We discuss the optimal design problem in regression models with long-range dependence error
structure. Asymptotic optimal designs are derived and it is demonstrated that these designs
depend only in...
The V/S test of long-range dependence in random fields
Long memory V/S statistic random fields
2009/9/16
Recently, Giraitis et al. (2003, [10]) proposed the $V/S$ statistic for testing long memory in random sequences. We generalize this statistic to the setting of random fields. The null hypothesis is co...
Estimators for Long Range Dependence：An Empirical Study
Strong dependence Global dependence Longrange dependence Hurst parameter estimators
2010/3/17
We present the results of a simulation study into the properties of 12
different estimators of the Hurst parameter, H, or the fractional integration
parameter, d, in long memory time series. We comp...