Li, Ming; Lim, S.C. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 11, pp. 2584-2594
Processes with long-range dependence (LRD) have gained wide applications in many fields of science and technologies ranging from hydrology to network traffic. Two key properties of such processes are LRD that is characterized by the Hurst parameter H and self-similarity (SS) that is measured by...