An automated multiresolution procedure for modeling complex arrival processes

DOI10.1287/IJOC.1040.0113MaRDI QIDQ2892267zbMATH OpenOpenAlexFDO

Authors Michael E. Kuhl, Sachin G. Sumant, James R. Wilson

Publication date 18 June 2012

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.1040.0113

zbMATH Keywords

estimationsimulation probabilitystochastic modeltime-dependent arrivals

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of statistics (62P99)

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(2)

• Multifractal detrended fluctuation analysis: practical applications to financial time series
• Estimating arrival rate of nonhomogeneous Poisson processes with semidefinite programming

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