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The shape of the loss curve and the impact of long-range dependence on network performance
Mandjes, Michel; Boots, Nam Kyoo - 2001
Empirical studies showed that many types of network traffic exhibit long-range dependence (LRD),i.e., burstiness on a wide variety of time-scales. Given that traffic streams are indeed endowed withLRD properties, a next question is: what is their impact on network performance? To assess...
Persistent link: https://www.econbiz.de/10011316864
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Clustering of arrivals in queueing systems : autoregressive conditional duration approach
Tomanová, Petra; Holý, Vladimír - In: Central European journal of operations research 29 (2021) 3, pp. 859-874
Persistent link: https://www.econbiz.de/10012587718
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Creal, Drew; Koopman, Siem Jan; Zivot, Eric - 2008
Persistent link: https://www.econbiz.de/10003739126
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The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R. - In: Journal of econometrics 146 (2008) 2, pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa; Zivot, Eric; Creal, Drew - In: Journal of econometrics 146 (2008) 2, pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
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Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin - In: Journal of econometrics 146 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan; Lee, Kai Ming; Wong, Soon Yip - In: Nonlinear time series analysis of business cycles, (pp. 199-219). 2006
Persistent link: https://www.econbiz.de/10003312252
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Analyse conjoncturelle de données brutes et estimation de cycles
Lacroix, Renaud (contributor) - 2008
Persistent link: https://www.econbiz.de/10003796601
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Analyse conjoncturelle de données brutes et estimation de cycles
Lacroix, Renaud (contributor) - 2008
Persistent link: https://www.econbiz.de/10003796962