Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time (Q5299580): Difference between revisions

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+Maximum likelihood estimation for single server queues from waiting time data
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+Maximum Values in Queueing Processes
@@ Property / cites work: Maximum Values in Queueing Processes / rank @@
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+A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
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+Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks
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+Q5538132
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+Q3808989
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+Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion
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+On drift parameter estimation in models with fractional Brownian motion
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+Filtering of a reflected Brownian motion with respect to its local time
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+Estimation for queues from queue length data
@@ Property / cites work: Estimation for queues from queue length data / rank @@
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+Q4301585
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+Stochastic-Process Limits
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+On the maximum workload of a queue fed by fractional Brownian motion.
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