long-range dependent data
Multiplicative multifractal modelling of long-range-dependent network tra$c
... relevant to its use as network tra$c models. Through analysis of Bellcore's LAN, WAN and VBR video tra$c trace data, we show this process to provide excellent "t with measured tra$c data. The model ...
19
Modeling long range dependent Gaussian processes with application in continuous time financial models
... continuous–time version of the Gauss-Whittle objective function. Both the consistency and the asymptotic normality of the estimators of the parameters are established in Theorems 2.1 and 2.2 below. As an application of ...
18
Econometric estimation in long range dependent volatility models: Theory and practice
... Recent studies show that some data sets may display long–range dependence (LRD). See, for example, the recent surveys by Beran 1994, Baillie and King 1996, Anh and Heyde 1999, and Robinson 2003. ...
32
On the Long Range Dependent Behaviour of Unidirectional Packet Delay of Wireless Traffic
... TCP data path flows, it suggests stronger intensity for the W-LAN traffic ...TCP data path and the UDP streaming flow over the W-WAN topology, the 95% ...
6
Long-range WindScanner System
... the data using flow models [16,18,19] or to develop new CDL instruments that do not demand the horizontal homogeneity of the flow to produce accurate ...CDL data correction methods are more successful on ...
25
A long range dependent model with nonlinear innovations for simulating daily river flows
... discharge data registered in the last 100 ...preserving long memory and elim- inating the correlation from both the generating noise and from its square, the new model is superior to the previously ...
7
Statistical modeling of the long-range-dependent structure of barrier island framework geology and surface geomorphology
... spatial data series that contain sim- ilar numbers of observations for comparative analysis using a combination of signal processing and statistical modeling ...each data se- ries represent the spatial ...
20
Gaussian inference on certain long-range dependent volatility models
... the data generating process underlying a time series is a compulsory step towards forecasting it and, when dealing with financial assets, is crucial for a successful imple- mentation of any option-pricing ...
76
A distance test of normality for a wide class of stationary processes
... correlated data from stationary (in the strict sense) fractionally integrated processes, which may be short- range dependent, long-range dependent or antipersistent depending on ...
30
Statistical Analysis of Long-Range Dependent Processes via a Stochastic Intensity Approach, with Applications in Networking
... Network equipment can switch, route, and move uniform-size frames much more quickly than it can random-size frames. The consistent, standard-size cells use buffers efficiently and reduce the work required to process ...
160
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 ...
175
Socioeconomic networks with long-range interactions
... One of the most interesting models of socioeconomic network formation was introduced by Jackson and Wolin- sky in 1996 [1]. In their model, the formation and evolu- tion of links is driven by a utility maximization ...
11
Socioeconomic networks with long-range interactions
... One of the most interesting models of socioeconomic network formation was introduced by Jackson and Wolin- sky in 1996 [1]. In their model, the formation and evolu- tion of links is driven by a utility maximization ...
12
Long Range Temperature Fluctuation in LHD
... Global fluctuation with long distance correlation is a possible candidate to explain the fast propagation phe- nomena. Avalanche phenomena and nonlinear excitation by the random noise of microturbulence through a ...
9
Gauge Invariant Massive Long Range and Long Lived Photons
... for long range interac- tions such as the gravitational and electromagnetic interactions must be massless as is assumed to be the case for the photon which mediates the electromagnetic ...or long ...
9
Long range predictability of atmospheric flows
... Now, let us suppose that ϕ(t, x) are exactly known; then the velocity field u(t, x) is also known and one has only to take the time derivative of ϕ . On the other hand, let us sup- pose that u(t, x) is known, then to get ...
13
Neurophysiological signals as predictive translational biomarkers for Alzheimer’s disease treatment: effects of donepezil on neuronal network oscillations in TgF344-AD rats
... clinical data, back-translational studies using clinically relevant measures and currently avail- able therapies are urgently needed for evaluating the predictive validity of animal AD models to ensure their ...
11
On Delay-Range-Dependent and Delay-Rate-Dependent Stability for Delayed Systems
... In this paper, we develop the delay-range-dependent stability criterion for delayed systems. The Jensen’s integral inequality, together with the reciprocally convex lemma, was employed and the derivative of ...
9
Long-Range Dependence of Markov Processes
... gji2yfg w@oWcf@klhgjunWpuhg{y!g{yfcf@kwHpupklcfkswHpi wHcfehg upkitctyksoWnpcfkswHv nppcfklwH8w@vcfehg itg{y klg cfklq gji@Wu8cfehg ifctynpcfnhyfgw@vcfepg w@y[r] ...
17
LONG-RANGE SURVEILLANCE UNIT OPERATIONS
... larger. Long-range surveillance detachment teams operate forward of battalion reconnaissance teams and cavalry scouts in the division area of ...The long-range surveillance company teams ...
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