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Approximation of the overflow process of a D/G/K loss system

✍ Scribed by B. Pourbabai


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
321 KB
Volume
19
Category
Article
ISSN
0898-1221

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## Abstract This article studies Man and Tiao's (2006) low‐order autoregressive fractionally integrated moving‐average (ARFIMA) approximation to Tsai and Chan's (2005b) limiting aggregate structure of the long‐memory process. In matching the autocorrelations, we demonstrate that the approximation w