An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators.

DOI10.1016/S0167-9473(02)00033-6zbMath1098.62585OpenAlexW2023036640MaRDI QIDQ1608901

Ping-Hung Hsieh

Publication date: 13 August 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00033-6

zbMATH Keywords

Noah effectGeneralized Pareto distributionEvaluation gamePacket trainTail estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Statistics of extreme values; tail inference (62G32)

Related Items (1)

A nonparametric assessment of model adequacy based on Kullback-Leibler divergence

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