This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time series addresses resulting from the capture of high-speed network traffic, followed by addressing the minimum amount of point required to obtain in accurate estimates of the Hurst exponent.


fGn series used for simulations in the article "Preliminaries on the Accurate Estimation of the Hurst Exponent Using Time Series".  Available at:

They should be used in Selfis01b.