7021

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Тезисы доклада

Название: 

Estimating the Quality of Packet Transmission in Peer-to-Peer Applications

Наименование конференции: 

  • International Symposium on Business and Industrial Statistics

Наименование источника: 

  • Proceeding of the International Symposium on Business and Industrial Statistics (ISBIS-2010, Portoroz, Slovenia)

Город: 

  • Portorož

Издательство: 

  • -Slovenia

Год издания: 

2010

Страницы: 

1
Аннотация
In practical applications it is important for the estimation of statistical indices to evaluate the impact of clusters of observations caused by the dependencein time series. The clusters contain consequent exceedances of the time series overa threshold separated by gaps with consequent non-exceedances.Follow the line developed in Ferro and Segers (2003) we prove asymptotic discrete distributions of the numberof events of interest arising between two clustersof some process as well as the number of exceedances of the process in the cluster. It is found that the distributions are like geometric ones corrupted by the extremal index. Our approach is to use heuristic arguments and empirical findings to justify the approximations for moderate samples. The extremal index is assumed threshold-based. The asymptotic models are adapted to real data of moderate sizes by means of the selection of an appropriate threshold that serves as a control parameter. This allows to propose a new estimator of the extremal index. The findings are illustrated on the simulated and real telecommunication data.

Библиографическая ссылка: 

Маркович Н.М. Estimating the Quality of Packet Transmission in Peer-to-Peer Applications / Proceeding of the International Symposium on Business and Industrial Statistics (ISBIS-2010, Portoroz, Slovenia). Portorož: -Slovenia, 2010. С. 1.