from Cornell Course OR778, Fall semester, 2001
            (in reverse order presented in course)
 
 

Embrechts, P., Klueppelberg, C. and Mikosch, T. (1997) Modelling Extremal Events, Springer.

Resnick, S. I. (1987) Adventures in Stochastic Processes, Birkhauser, Example 3.5.3, page 214.

Resnick, S. and Samorodniztky, G. (2000) Fluid queues, on-off processes and teletraffic modelling with highly variable and correlated inputs, in Self Similar Network Traffic and Performance Evaluation, Eds: A. Erramilli, W. Willinger and C. Park, 171-192.

Cox(1984) Long-Range Dependence: A Review, in Statistics: An Appraisal.  Proceedings 50th Anniversary Conference.  H. A. David, H. T. David (eds.).  The Iowa State University Press, 55-74.

Daniels, H. E. (1942) A new technique for the analysis of fibre length distribution in wool, J. Text. Inst., 33, 1209-1211.

Turnbull, B. W. (1976) The Empirical Distribution Function with Arbitrarily Grouped, Censored and Truncated Data, Journal of the Royal Statistical Society, Series B, 38, 290-295.

Schmitz, H. P. and Marron, J. S. (1992) Simultaneous estimation of several size distributions of  income, Econometric Theory, 8, 476-488.

Chaudhuri, P. and Marron, J. S. (1999) SiZer for exploration of structure in curves, Journal of the American Statistical Association, 94, 807-823.

Beran, J. (1994) Statistics for long-memory processes, Chapman & Hall.

Chaudhuri, P. and Marron, J. S. (1999) SiZer for exploration of structure in curves, Journal of the American Statistical Association, 94, 807-823.

Jones M. C., Marron, J. S. and Sheather, S. J. (1996) A brief survey of bandwidth selection for density estimation, Journal of the American Statistical Association, 91, 401-407.

Hannig, J., Marron, J. S. and Riedi, R. H. (2001)  Zooming statistics: Inference across scales, Journal of the Korean Statistical Society, 30, 327-345.  Go here to download.

Cao, J., Cleveland, W. S., Lin, D. and Sun, D. X. (2001) The effect of statistical multiplexing on internet packet traffic: theory and empirical study.  Downloadable from here.  For a web based overview of related work, go here.  For more papers by Cleveland, go here.

Riedi, R. and Willinger, W. (1999) Toward an improved understanding of network traffic dynamics, in Self-similar Network Traffic and Performance Evaluation, Wiley, New York. Downloadable from here.

Feldmann, A. Gilbert, A. C. and Willinger, W. (1998) Data networks as cascades: investigating the multifractal nature of Internet WAN traffic, Computer Communication Review, Proceedings of the ACM/SIGCOMM '98, 28, 42-55. Downloadable from here.

Paxson, V. and Floyd, S. (1995) Wide Area traffic: the failure of Poisson modeling, IEEE/ACM Transactions on Networking, 3, 226-244.  Downloadable from here.  For access to more papers by Paxson and colleagues, go here.

Taqqu, M. and Levy, J. (1986) Using renewal processes to generate LRD and high
variability, in: Progress in probability and statistics, E. Eberlein and M. Taqqu eds. Birkhaeuser, Boston, 73-89.

Mandelbrot, B. B. (1969) Long-run linearity, locally Gaussian processes, H-spectra
and infinite variance, International Economic Review, 10, 82-113.

Downey, A. B. (2000) The structural cause of file size distributions, Wellesley College Tech. Report CSD-TR25-2000.  Downloadable from here.