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Maximum likelihood estimation for single server queues from waiting time data
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    Maximum likelihood estimation for single server queues from waiting time data (English)
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    24 August 1997
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    The authors discuss the ML estimation of the model parameters of a \(GI/G/1\) queue based only on waiting times and derive their limit distributions. The waiting time process is Markovian with transition densities having a jump at the origin. After establishing the consistency and asymptotic normality of the ML estimators, they consider specific applications to the \(M/M/1\) and \(M/E_k/1\) queues and also present a simulation study of the \(M/M/1\) queue. The appendix contains regularity conditions and the derivation of the limiting Fischer information matrix for the \(M/M/1\) queue.
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    waiting time process
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    estimation of the model parameters
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    consistency and asymptotic normality
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    Fischer information matrix
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    queue
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