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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국전산응용수학회 Journal of applied mathematics & informatics Journal of applied mathematics & informatics 제33권 제1호
- 발행연도
- 2015.1
- 수록면
- 203 - 210 (8page)
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We consider fractional Brownian motion and FARIMA process with Gaussian innovations and show that the suitably scaled distributions of the FARIMA processes converge to fractional Brownian motion in the sense of finite dimensional distributions. We figure out ACF function and estimate the self-similarity parameter H of FARIMA(0, d, 0) by using R/S method. Finally, we display power spectrum density of FARIMA process.
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참고문헌 (14)
참고문헌 신청
N. G. Duffield. / 1995 / Large daviations and overflow probabilities for the general single-server queue with applications / Math. Proc. Com. Phil. Soc 118:363~374
M. Garrett / 1994 / Analysis, modeling and generation of self similar vbr video traffic / in Proceedings SIGCOMM’94 :269~280
N. Laskin / Fractional Levy Motions and its application to Network Traffic Modeling
J.C. Lopez-Ardao / 2004 / On Modeling MPEG Vido at the Frame Level Using Self-similar Processes / MIPS 2004 :37~48
P. Rabinovitch / 2000 / Statistical estimation of effective bandwidth / Information and System Sciences
M. Garrett / 1994 / Analysis, modeling and generation of self similar vbr video traffic / in Proceedings SIGCOMM’94 :269~280
N. Laskin / Fractional Levy Motions and its application to Network Traffic Modeling
J.C. Lopez-Ardao / 2004 / On Modeling MPEG Vido at the Frame Level Using Self-similar Processes / MIPS 2004 :37~48
P. Rabinovitch / 2000 / Statistical estimation of effective bandwidth / Information and System Sciences
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