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A Statistical Test for the Time Constancy of Scaling Exponents
 

Summary: 1
A Statistical Test for the Time Constancy of
Scaling Exponents
Darryl Veitch(1)
and Patrice Abry(2)
.
(1) EMULab, Department of Electrical and Electronic
Engineering, The University of Melbourne, Victoria 3010,
Australia (d.veitch@ee.mu.oz.au) 1
.
(2) CNRS UMR 5672, ENS Lyon, 46 all´ee d'Italie 69 364
LYON, France (Patrice.Abry@ens-lyon.fr) 2
.
Abstract-- A statistical test is described for determining if
scaling exponents vary over time. It is applicable to diverse
scaling phenomena including long range dependence and ex-
actly self-similar processes in a uniform framework, without
the need for prior knowledge of the type in question. It is
based on the special properties of wavelet-based estimates
of the scaling exponent, strongly motivating an idealised

  

Source: Abry, Patrice - Laboratoire de Physique, Ecole Normale Supérieure de Lyon
Veitch, Darryl - Department of Electrical and Electronic Engineering, University of Melbourne

 

Collections: Computer Technologies and Information Sciences; Engineering