Extreme-value analysis of teletraffic data
From MaRDI portal
Publication:956818
Recommendations
- Extreme values in ON/OFF models of teletraffic under permanent and periodic measurements
- Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
- Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS
- Telecommunication traffic, queueing models, and subexponential distributions
Cites work
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 1301871 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1082202 (Why is no real title available?)
- scientific article; zbMATH DE number 1984189 (Why is no real title available?)
- scientific article; zbMATH DE number 927324 (Why is no real title available?)
- A moment estimator for the index of an extreme-value distribution
- A simple general approach to inference about the tail of a distribution
- Comparison of estimation methods in extreme value theory
- Consistency of Hill's estimator for dependent data
- Extremal Analysis of Short Series with Outliers: Sea-Levels and Athletics Records
- Extreme Value Theory as a Risk Management Tool
- Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
- Extreme value statistics and wind storm losses: A case study
- Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
- Heavy-tailed modelling in insurance
- On the estimation of the extreme-value index and large quantile estimation
- Smoothing the Hill Estimator
- Smoothing the moment estimator of the extreme value parameter
- Statistical inference using extreme order statistics
- The method of moments ratio estimator for the tail shape parameter
- The qq-estimator and heavy tails
Cited in
(5)- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation
- Extreme values in ON/OFF models of teletraffic under permanent and periodic measurements
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators.
- A test procedure for detecting super-heavy tails
- EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS
This page was built for publication: Extreme-value analysis of teletraffic data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956818)
