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- W2023963888 abstract "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 considered processes, are applied to processes with extremely heavy tailed on-times. We provide an elementary mechanism whereby such extremely heavy-tailed on-time processes arise in a simple queuing model." @default.
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- W2023963888 date "2007-04-01" @default.
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- W2023963888 title "Ambiguities in estimates of critical exponents for long-range dependent processes" @default.
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- W2023963888 doi "https://doi.org/10.1016/j.physa.2006.11.015" @default.
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