Modelling and estimating heavy-tailed non-homogeneous correlated queues: Pareto-inverse gamma HGLM with covariates

DOI10.1080/02664760500449311MaRDI QIDQ3592575zbMATH OpenOpenAlexFDO

Authors Sungcheol Yun, So Young Sohn, Youngjo Lee

Publication date 13 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500449311

zbMATH Keywords

hierarchical generalized linear modelinternet trafficrandom effects linear modelbetween-queue variabilitywithin-queue correlation

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of statistics (62P99) Communication networks in operations research (90B18) Traffic problems in operations research (90B20)

Recommendations

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Cites work

• Empirical Bayesian analysis for traffic intensity: \(M/M/1\) queues with covariates
• Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
• Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
• Long-range Dependence: Revisiting Aggregation with Wavelets
• Modeling service–time distributions with non–exponential tails:beta mixtures of exponentials
• Waiting-time tail probabilities in queues with long-tail service-time distributions

Cited in

(3)

• Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process
• A family of generalized linear models for repeated measures with normal and conjugate random effects
• GLM-methods for volatility models

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