Heavy tail modeling and teletraffic data. (With discussions and rejoinder)

DOI10.1214/aos/1069362376zbMath0942.62097OpenAlexW2004570925WikidataQ56059717 ScholiaQ56059717MaRDI QIDQ1374215

Publication date: 24 August 2000

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362376

zbMATH Keywords

independence linear programming weak convergence consistency regular variation heavy tails time series analysis autoregressive processes Poisson processes Hill estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Communication, information (94A99) Operations research and management science (90B99)

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