Performance analysis of seven estimate algorithms about the Hurst coefficient
7种Hurst系数估计算法的性能分析

The factors which affect the performance of estimate algorithms about Hurst coefficient was discussed,including variance, periodic signal and correlation structure. A new serial of correlation structure in a specific scale range was constructed by rearranging FGN(Fractal Gaussian Noise) serial, the scale range was changed continuously and the new serial was estimated. The estimation of each algorithm depended on the correlation structure in a specific scale range, but the structures out of the scale range had no effects on the estimation. For the practical network traffic, the estimations of the algorithms vary according to the correlation structures.