Statistics for stochastic processes is rapidly develo**. It forms a branch of mathematical
sciences, spreading over theoretical statistics, probability theory, software development and …

This paper proposes consistent and asymptotically Gaussian estimators for the parameters
λ, σ and H of the discretely observed fractional Ornstein–Uhlenbeck process solution of the …

Internet traffic exhibits self-similarity and longrange dependence (LRD) on various time
scales. In this paper, we propose to use the Modified Allan Variance (MAVAR) and a …

In this paper, we investigate possible time correlation of answered call arrivals in sets of real
GSM telephone traffic data. Instead of attempting to model the empirical distribution of the …

In this paper, we are interested in finding an explicit solution to the filtering problem for a d-
dimensional autoregressive signal observed through a linear channel when the noises are …

Internet traffic exhibits self-similarity and long-range dependence (LRD) on various time
scales. In this paper, we propose to use the Modified Hadamard Variance (MHVAR), a time …

The Modified Allan Variance (MAVAR) was originally defined in 1981 for measuring
frequency stability in precision oscillators. Due to its outstanding accuracy in discriminating …

We investigate the statistical properties of both originated and terminated call arrivals in sets
of real GSM telephone traffic data (TIM, Italy), emphasizing results obtained by the modified …

Internet traffic exhibits self-similarity and long-range dependence (LRD). Accurate estimation
of statistical parameters characterizing self-similarity and LRD is an important issue, aiming …

Long-range dependence (LRD) is a largely verified property of Internet traffic, which
severely affects queuing performance in network buffers. A common approach for …