Real-time estimation of the parameters of long-range dependence
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...Another interesting application involves considering online estimators of d0: online computation of wavelet coefficients is easier when the number of scales is fixed; see [19]....
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74 citations
Cites background from "Real-time estimation of the paramet..."
...Roughan et al. [ 21 ] suggested the upper bound of scale (j � max ) should be less than log2 n, the largest scale in sampling data, where n is the length of sampling data....
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58 citations
Cites methods from "Real-time estimation of the paramet..."
...This idea is investigated in Schonlau et al. [1999]. Another paper that looks at this problem is Lane and Brodley [1999]....
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...3 The results (in percent) for the six algorithms reported in Schonlau et al. [1999]. The algorithms aimed at a false alarm rate of 1 %....
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...Schonlau et al. [1999] report on a set of six methods for detecting masqueraders....
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References
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"Real-time estimation of the paramet..." refers background in this paper
...Wavelet transforms in general can be understood as a more flexible form of a Fourier transform, where is transformed, not into a frequency domain, but into a time-scale wavelet domain....
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"Real-time estimation of the paramet..." refers methods in this paper
...Finally we illustrate the power of on-line measurements by collecting measurements over a period of five months, and using them to look for diurnal trends in scaling properties of the data....
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