Estimation of The Long-Range Dependence Parameter of Fractional Arima Processes

Houssain Kettani, John A. Gubner. Estimation of The Long-Range Dependence Parameter of Fractional Arima Processes. In 28th Annual IEEE Conference on Local Computer Networks (LCN 2003), The Conference on Leading Edge and Practical Computer Networking, 20-24 October 2003, Bonn/Königswinter, Germany, Proceedings. pages 307-308, IEEE Computer Society, 2003. [doi]

Abstract

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