Park, Cheolwoo; Hernández-Campos, Félix; Le, Long; … - In: Journal of Applied Statistics 38 (2011) 7, pp. 1407-1433
Long-range-dependent time series are endemic in the statistical analysis of Internet traffic. The Hurst parameter provides a good summary of important self-similar scaling properties. We compare a number of different Hurst parameter estimation methods and some important variations. This is done...