On Comparison of Waiting Time Extremal Indexes in Queueing Systems with Weibull Service Times

Author:

Peshkova IrinaORCID,Morozov EvseyORCID,Maltseva MariaORCID

Publisher

Springer International Publishing

Reference17 articles.

1. Stochastic Modelling and Applied Probability;S Asmussen,2003

2. Asmussen, S., Kluppelberg, C., Sigman, K.: Sampling at subexponential times with queueing applications. Report TUM M9804 (1998)

3. Bertail, P., Clémençon, S., Tressou, J.: Regenerative block-bootstrap confidence intervals for the extremal index of Markov chains. In: Proceedings of the International Workshop in Applied Probability (2008)

4. Embrechts, P., Kluppelberg, C., Mikosch, T.: Modelling Extremal Events for Insurance and Finance. Applications of Mathematics, p. 660. Springer, Heidelberg (1997). https://doi.org/10.1007/978-3-642-33483-2

5. Goldie, C. M., Klüuppelberg, C.: Subexponential distributions. A Practical Guide to Heavy Tails: Statistical Techniques for Analysing Heavy Tails. Birkhauser, Basel (1997)

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