منابع مشابه
Estimating Loynes' exponent
Loynes’ distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley’s recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but does not know their probabilistic properties, what are the statistical limits of estimating the tail exponent of Loynes’ distribution? We conjecture that in b...
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The Hurst Exponent is a dimensionless estimator for the self-similarity of a time series. Initially defined by Harold Edwin Hurst to develop a law for regularities of the Nile water level, it now has applications in medicine and finance. Meaningful values are in the range [0, 1]. Different methods for estimating the Hurst Exponent have been evaluated: The classical “Rescaled Range” method devel...
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Power-law frequency distributions characterize a wide array of natural phenomena. In ecology, biology, and many physical and social sciences, the exponents of these power laws are estimated to draw inference about the processes underlying the phenomenon, to test theoretical models, and to scale up from local observations to global patterns. Therefore, it is essential that these exponents be est...
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ژورنال
عنوان ژورنال: Queueing Systems
سال: 2011
ISSN: 0257-0130,1572-9443
DOI: 10.1007/s11134-011-9245-y