刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
出版时间:1 May 2017
年:2017
卷:473
期:Complete
页码:60-71
全文大小:567 K
卷排序:473
文摘
Self-similarity has two contributions: LRD and heavy-tailed jumps. Systematic simultaneous estimation of LRD and heavy-tail distribution parameters. Development of a novel Bayesian method for estimation of these two parameters. Method flexible to allow choice of heavy-tailed distribution. Successful demonstration of effectiveness and accuracy on synthetic data.
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