Heavy tail modeling and teletraffic data

Annals of Statistics

Volumn 25, Issue 5, 1997, Pages 1805-1849

  Resnick, Sidney I ^a  

^a Cornell University   (United States)

Author keywords

Autoregressive processes; Consistency; Estimation; Heavy tails; Hill estimator; Independence; Linear programming; Parameter estimation; Poisson processes; Regular variation; Time series analysis; Weak convergence

Indexed keywords

EID: 0031512270     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362376     Document Type: Article

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