Estimating long-range dependence in the presence of periodicity: An empirical study

Estimators for Long Range Dependence: An Empirical Study

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 compare and contrast their performance on simulated Fractional Gaussian Noises and fractionally integrated series with lengths between 100 and 10,000 data points and H values between 0.55 and 0.90 or d v...

Characterizing Non-stationarity in the Presence of Long-range Dependence

Based on ours and other studies, it is becoming evident that Internet traffic is often nonstationary. Since such traffic is generally found to be long-range dependent as well, and the two properties can get confused, it is important to have a method for separately characterizing them. This paper proposes such a methodology aimed specifically for traffic scenarios where nonstationarity comes int...

an investigation of the types of text reduction in subtitling: a case study of the persian film gilaneh with english subtitles

چکیده ندارد.

study of cohesive devices in the textbook of english for the students of apsychology by rastegarpour

this study investigates the cohesive devices used in the textbook of english for the students of psychology. the research questions and hypotheses in the present study are based on what frequency and distribution of grammatical and lexical cohesive devices are. then, to answer the questions all grammatical and lexical cohesive devices in reading comprehension passages from 6 units of 21units th...

Estimating long-range dependence in impulsive traffic flows