Asymptotic Properties of a Recursive Procedure for Simultaneous Estimation

DOI10.1017/S0269964800001765MaRDI QIDQ3415985zbMATH OpenOpenAlexFDO

Authors Martin I. Reiman

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800001765

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Asymptotic properties of parametric estimators (62F12) Traffic problems in operations research (90B20) Queues and service in operations research (90B22)

Recommendations

• Queueing Simulation in Heavy Traffic
• Reliable estimation via simulation
• Recursive parameter estimation: asymptotic expansion
• Estimation for a class of simple queueing networks
• Technical Note—Simulating the GI/G/1 Queue in Heavy Traffic

Cites work

• A multiclass feedback queue in heavy traffic
• A network of priority queues in heavy traffic: One bottleneck station
• Algorithms for Computing the Sample Variance: Analysis and Recommendations
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)

Cited in

(1)

• Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation

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