long-range dependent
Statistical modeling of the long-range-dependent structure of barrier island framework geology and surface geomorphology
... sponse, can be neglected to first order. A corroborating 800 m ground-penetrating radar (GPR) survey, providing an impor- tant check on the variability observed within the EMI sig- nal, confirms the location of a ...
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Long range dependent processes and fractional Brownian motion
... In C hapters 4 and 5 of th e thesis we are concerned w ith the applications of long range dependent processes to financial m arkets. In m athem atical finance, stochastic differential equations ...
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Convergence rates in the law of large numbers for long range dependent linear processes
... short-range dependent linear processes by many ...the long-range dependent linear ...short-range dependent linear ...
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Modeling long range dependent Gaussian processes with application in continuous time financial models
... continuous-time long–range dependent processes has become a common feature of many applications, especially in econometrics and finance (see Baillie and King 1996; Comte and Renault 1996, ...
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A long range dependent model with nonlinear innovations for simulating daily river flows
... The above described model has one point at which it fails: it does not incorporate the nonlinear dependence structure of the innovations. As evidenced by Figs. 5 and 6, the innova- tions are dependent through ...
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Statistical Analysis of Long-Range Dependent Processes via a Stochastic Intensity Approach, with Applications in Networking
... Even though independence governs the above description of the individual ON/OFF source model (i.e., the ON-periods are i.i.d., the OFF-periods are i.i.d., and the ON- and OFF-periods are independent from one another), an ...
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Econometric estimation in long range dependent volatility models: Theory and practice
... It is commonly accepted that some financial data may exhibit long-range dependence, while other financial data exhibit intermediate–range dependence or short–range depen- dence. These ...
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On the Long Range Dependent Behaviour of Unidirectional Packet Delay of Wireless Traffic
... In this paper we have used in-line measurement to instrument operational IPv6 microflows delivered by reliable and unreliable transport mechanisms over mixed wired and wireless network configurations. We have analysed ...
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A distance test of normality for a wide class of stationary processes
... short-range dependent, long-range dependent and an- tipersistent processes, and does not require knowledge or estimation of the dependence parameter of the data or of the appropriate ...
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Linearization of randomly weighted empiricals under long range dependence with application to nonlinear regression quantiles
... with long range depen- dent errors+ In P +M+ Robinson & M+ Rosenblatt ~eds+!, Athens Conference on Applied Probability and Time Series, vol+ 2, Springer Verlag Lecture Notes Series 115+ New York: ...
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Effects of aggregation on estimators of long-range dependence
... of long-range ...For long-range dependent series, the variance of the sample mean is of order k 2H−2 , for large k (see also Section ...
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The bird GPS – long range navigation in migrants
... that long-distance navigation may work but we need many more experiments before we can conclude that a bi- or perhaps multi-coordinate map underlies experience-based long- distance navigation by migratory ...
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Long range signalling in plant reproductive development
... understand long-distance signalling in flowering and tuberization it is convenient to distinguish three successive steps: 1) induction in the leaves, which determines the timing of the process; 2) commitment (also ...
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Investigation into long-range wireless sensor networks
... * Used for testing the transmission range of nodes. The transmitter is loaded with * CntToLedsAndRfm, which periodically outputs a counter value. This value is * received by SignalStrengthTest, which is installed ...
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Investigation into long-range wireless sensor networks
... a long-range wireless sensor network where nodes are separated by large distances, giving the advantage of being able to monitor a large geographic ...
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Investigation into long-range wireless sensor networks
... [40] S. L. Willis and C. J. Kikkert, "Radio Propagation Model for Long-Range Ad Hoc Wireless Sensor Networks," in 2005 Int. Conf. Wireless Networks, Communications and Mobile Computing , Maui, ...
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Investigation into long-range wireless sensor networks
... During the testing, the routing protocol was observed to be operating correctly as it changed routes through the network depending on the radio propagation conditions. One problem was shown where nodes would stop ...
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Investigation into long-range wireless sensor networks
... In contrast to this, the long-range wireless sensor network (LRWSN) has sparsely deployed nodes that are separated by large distances. The reliability of each radio link in this case is of concern since ...
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Characteristics Analysis of Web Traffic with Hurst Index
... The self similarity or long range dependence (LRD) of network traffic was found by Lelan et al. [1] in 1993. Since then a lot of studying has been done mainly in queuing performance by [2]. Both [1] and [2] ...
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Lora Technologies: Long Range & Low Power
... Lora WAN uses lower radio frequencies with a longer range. The fact that frequencies have a longer range also comes with more restrictions that are often country-specific. This poses a challenge for Lora ...
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