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Volume 29 Issue 9
Jan.  2011
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Ren Xun-yi, Wang Ru-chuan, Qi Zheng-hua. Study on Vanishing Moments Influence on Estimation Hurst Parameter of Self-similar Traffic[J]. Journal of Electronics & Information Technology, 2007, 29(9): 2257-2261. doi: 10.3724/SP.J.1146.2006.00173
Citation: Ren Xun-yi, Wang Ru-chuan, Qi Zheng-hua. Study on Vanishing Moments Influence on Estimation Hurst Parameter of Self-similar Traffic[J]. Journal of Electronics & Information Technology, 2007, 29(9): 2257-2261. doi: 10.3724/SP.J.1146.2006.00173

Study on Vanishing Moments Influence on Estimation Hurst Parameter of Self-similar Traffic

doi: 10.3724/SP.J.1146.2006.00173
  • Received Date: 2006-02-26
  • Rev Recd Date: 2006-08-29
  • Publish Date: 2007-09-19
  • A theoretic analysis is proposed which indirectly proves how vanishing moments influence on estimation Hurst parameter of self-similar traffic, and a lots of experimental results show the Hursts value changes periodicity with the vanishing moments, but total way is the Hursts value decrease and its variance raises with the increase of the vanishing moments. This conclusion is different from common view, and could provide reason for choice vanishing moments on wavelet analysis method for Hurst parameter.
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