An extensive body of research deals with estimating the correlation and the Hurst parameter of Internet traffic traces. The significance of these statistics is due to their fundamental impact on network performance. The coverage of Internet traffic traces is, however, limited since acquiring such traces is challenging with respect to, e.g., confidentiality, logging speed, and storage capacity. In this work, we investigate how the correlation of Internet traffic can be reliably estimated from random traffic samples. These samples are observed either by passive monitoring within the network, or otherwise by active packet probes at end systems. We analyze random sampling processes with different inter-sample distributions and show how to obtain asymptotically unbiased estimates from these samples. We quantify the inherent limitations that are due to limited observations and explore the influence of various parameters, such as sampling intensity, network utilization, or Hurst parameter on the estimation accuracy. We design an active probing method which enables simple and lightweight traffic sampling without support from the network. We verify our approach in a controlled network environment and present comprehensive Internet measurements. We find that the correlation exhibits properties such as long range dependence as well as periodicities and that it differs significantly across Internet paths and observation times.
 A joint estimator is presented for the two parameters that define the long-range dependence phenomenon in the simplest case. The estimator is based on the coefficients of a discrete wavelet decomposition, improving a wavelet-based estimator of the scaling parameter (Abry and Veitch 1998), as well as extending it to include the associated power parameter. An important feature is its conceptual and practical simplicity, consisting essentially in measuring the slope and the intercept of a linear fit after a discrete wavelet transform is performed, a very fast (O(n)) operation. Under well-justified technical idealizations the estimator is shown to be unbiased and of minimum or close to minimum variance for the scale parameter, and asymptotically unbiased and efficient for the second parameter. Through theoretical arguments and numerical simulations it is shown that in practice, even for small data sets, the bias is very small and the variance close to optimal for both parameters. Closed-form expressions are given for the covariance matrix of the estimator as a function of data length, and are shown by simulation to be very accurate even when the technical idealizations are not satisfied. Comparisons are made against two maximum-likelihood estimators. In terms of robustness and computational cost the wavelet estimator is found to be clearly superior and statistically its performance is comparable. We apply the tool to the analysis of Ethernet teletraffic data, completing an earlier study on the scaling parameter alone. Various methods for estimating the self-similarity parameter and or the intensity of long-range dependence in a time series are available. Some are more reliable than others. To discover the ones that work best, we apply the different methods to simulated sequences of fractional Gaussian noise and fractional ARIMA (0, d, 0). We also provide here a theoretical justification for the method of residuals of regression.