Multiresolution Analysis of Long-Range Dependent Traffic With Haar Wavelet

C.-C. Cheng and C.-C. Lu (Taiwan)

Keywords

Multiresolution, long-range dependence, self-similar

Abstract

In this paper, we present a multiresolution analysis of a covariance-stationary stochastic process with long-range dependence by using the Haar wavelet. The correlation structure of these decomposed sequences is closely exam ined.

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