Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics], 2020, Issue 3, Pages 14–26
DOI: https://doi.org/10.26456/vtpmk597 (Mi vtpmk597) 		 
Theory of Probability and Mathematical Statistics

Mixed FBM-traffic hypothesis

O. I. Sidorovaa, E. M. Burdinab, E. V. Sergeyevab, A. Yu. Tikhomirovaa

a Tver State University, Tver
b MTS, Tver
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DOI: https://doi.org/10.26456/vtpmk597
Abstract: In this article we consider some test for presence in traffic two different independent FBM-components with different Hurst parameters $H$. Test statistics are based on the sum of frequency and scale logarithms of wavelet coefficients absolute values and asymptotically converge to a normal distribution under null (monofractal traffic) and alternative (multifractal process) hypotheses.
Keywords: long-range dependence, fractal brownian noise, Hurst parameter.
Funding agency Grant number
Russian Foundation for Basic Research 18-07-00678-а
Received: 31.08.2020
Revised: 05.10.2020
Bibliographic databases:
Document Type: Article
UDC: 519.216
Language: Russian
Citation: O. I. Sidorova, E. M. Burdina, E. V. Sergeyeva, A. Yu. Tikhomirova, “Mixed FBM-traffic hypothesis”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2020, no. 3, 14–26
Citation in format AMSBIB
\Bibitem{SidBurSer20}
\by O.~I.~Sidorova, E.~M.~Burdina, E.~V.~Sergeyeva, A.~Yu.~Tikhomirova
\paper Mixed FBM-traffic hypothesis
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2020
\issue 3
\pages 14--26
\mathnet{http://mi.mathnet.ru/vtpmk597}
\crossref{https://doi.org/10.26456/vtpmk597}
\elib{https://elibrary.ru/item.asp?id=44503273}
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