The capability of modeling non-exponentially distributed and dependent inter-arrival times as well as correlated batches makes the Batch Markovian Arrival Processes (BMAP) suitable in different real-life settings as teletraffic, queueing theory or actuarial contexts. An issue to be taken into...

In this paper, we study how the lack of a unique representation for the two-state Markovian arrival process (MAP <Subscript>2</Subscript>) can influence statistical estimation for the MAP <Subscript>2</Subscript>/G/1 queueing system. In particular, given two equivalent representations of the same MAP <Subscript>2</Subscript>, we find that the steady-state...</subscript></subscript></subscript>

A wavelet-based spectral method for estimating the (directional) Hurst parameter in isotropic and anisotropic non-stationary fractional Gaussian fields is proposed. The method can be applied to self-similar images and, in general, to d-dimensional data which scale. In the application part, the...

Most time series forecasting methods assume the series has no missing values. When missing values exist, interpolation methods, while filling in the blanks, may substantially modify the statistical pattern of the data, since critical features such as moments and autocorrelations are not...

A wavelet-based multifractal spectrum (MFS) for the analysis of images that possess an erratically changing oscillatory behavior at various scales is constructed and estimated. The methodology is applied to the analysis of mammograms. The key contribution is that the analysis is not focused on...