Geodesic
Mixed FBM-traffic hypothesis
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 3 (2020), pp. 14-26 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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     author = {O. I. Sidorova and E. M. Burdina and E. V. Sergeyeva and A. Yu. Tikhomirova},
     title = {Mixed {FBM-traffic} hypothesis},
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O. I. Sidorova; E. M. Burdina; E. V. Sergeyeva; A. Yu. Tikhomirova. Mixed FBM-traffic hypothesis. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 3 (2020), pp. 14-26. http://geodesic.mathdoc.fr/item/VTPMK_2020_3_a1/

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