Convergence of Sample Autocorrelation of Long-Range Dependent Traffic

Ming Li and Wei Zhao

Mathematical Problems in Engineering, 2013, vol. 2013, 1-7

Abstract:

We depict our work on a fundamental issue in the theory of long-range dependent traffic in the aspect of the convergence of sample autocorrelation function (ACF) of real traffic. The present results suggest that the sample ACF of traffic is convergent. In addition, we show that the sample size has considerable effects in estimating the sample ACF of traffic. More precisely, a sample ACF of traffic tends to be smoother when the sample size increases.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:725730

DOI: 10.1155/2013/725730

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