Duffy, Ken; King, Christopher; Malone, David - In: Physica A: Statistical Mechanics and its Applications 377 (2007) 1, pp. 43-52
In this article, we show that the Hurst parameter and a well-known wavelet estimator fail to distinguish on/off models with substantially different distributions of on-times. We identify the problem as arising when standard power spectrum techniques, which are well-defined for commonly...