Pages that link to "Item:Q1374215"
From MaRDI portal
The following pages link to Heavy tail modeling and teletraffic data. (With discussions and rejoinder) (Q1374215):
Displaying 50 items.
- Testing for (in)finite moments (Q138542) (← links)
- Gaussian copula time series with heavy tails and strong time dependence (Q255760) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support (Q413995) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Bayesian inference for double Pareto lognormal queues (Q614174) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- On the controversy over tailweight of distributions. (Q703249) (← links)
- Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
- Nonparametric inference from the M/G/1 workload (Q850769) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- On the predictability of long-range dependent series (Q966347) (← links)
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- Estimation of the autoregression parameter with infinite dispersion of noise (Q1027678) (← links)
- Asymptotics of the sample coefficient of variation and the sample dispersion (Q1039473) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Bispectral analysis of traffic in high-speed networks (Q1609088) (← links)
- Asymptotic expansion for distribution function of moment estimator for the extreme-value index. (Q1609556) (← links)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Estimating the mean of heavy-tailed distributions (Q1775992) (← links)
- Estimating the heavy tail index from scaling properties (Q1807742) (← links)
- Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Stationarity of stable power-GARCH processes. (Q1858909) (← links)
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- On robust tail index estimation (Q1927123) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Abstract description of Internet traffic of generalized Cauchy type (Q1955234) (← links)
- Telecommunication traffic, queueing models, and subexponential distributions (Q1975029) (← links)
- On stochastic models of teletraffic with heavy-tailed distributions (Q2016255) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies (Q2220298) (← links)
- Random translation, dilation and contraction of order statistics (Q2251708) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
