Fast optimization method: an on-line hurst parameter estimator

An extended version of optimization method (OM) for on-line Hurst estimation is presented named as fast optimization method (FOM). The on-line Hurst estimator is crucial to characterize self-similar feature on stochastic process and widely applied in various fields such as in network traffic analysi...

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Bibliographic Details
Main Authors: Idris, Mohd. Yazid, Abdullah, Abdul Hanan, Maarof, Mohd. Aizaini
Format: Conference or Workshop Item
Published: 2007
Subjects:
Online Access:http://eprints.utm.my/id/eprint/13977/
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