using digital filtration for hurst parameter estimation
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ID: 202426
2009
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Abstract
We present a new method to estimate the Hurst parameter. The method exploits the form of the autocorrelation function for second-order self-similar processes and is based on one-pass digital filtration. We compare the performance and properties of the new method with that of the most common methods.
| Reference Key |
prochaska2009radioengineeringusing
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| Authors | ;J. Prochaska;R. Vargic |
| Journal | molecular therapy : the journal of the american society of gene therapy |
| Year | 2009 |
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