Comparative analysis of Hurst techniques
Mitko Valchev Gospodinov, Evgeniya Peneva Gospodinova · 2007
In the paper is presented an algorithm of Durbin-Levinson for self-similar network traffic simulation. The key problem of self-similar processes studying is estimating the Hurst parameter. Determination the best Hurst techniques in the sense of Hurst parameter accuracy for network traffic simulation is based on comparative analyses between different estimators. The obtained results of investigation Hurst techniques shown that the periodogramm and wavelet-based estimators are the least biased in the sense of the accuracy of Hurst parameter.