<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance"^^ . "In order to estimate the memory parameter of Internet traffic data, it has been recently proposed a log-regression estimator based on the so-called modified Allan variance (MAVAR). Simulations have shown that this estimator achieves higher accuracy and better confidence when compared with other methods. In this paper we present a rigorous study of the MAVAR log-regression estimator. In particular, under the assumption that the signal process is a fractional Brownian motion, we prove that it is consistent and asymptotically normally distributed. Finally, we discuss its connection with the wavelets estimators."^^ . "2012" . "2012" . . "Hindawi Publishing Corporation"^^ . . . "International Journal of Stochastic Analysis"^^ . . . "20903332" . . . . . . . . . . . . . "Irene"^^ . "Crimaldi"^^ . "Irene Crimaldi"^^ . . "Alessandra"^^ . "Bianchi"^^ . "Alessandra Bianchi"^^ . . "Massimo"^^ . "Campanino"^^ . "Massimo Campanino"^^ . . . . . "HTML Summary of #1434 \n\nAsymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance\n\n" . "text/html" . . . "HA Statistics"@en . . . "QA Mathematics"@en . .