Estimating Customer Loss Rates from Transactional Data
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This chapter considers the problem of making inferences for a transactional dataset in the context of a model that allows for lost customers. We use a Markovian framework (to facilitate computation); subsequently (Daley and Servi ), we have relaxed some of the more restrictive of these assumptions.
KeywordsErgodic Theorem Busy Period Asymptotic Variance Idle Period MIMIc Model
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