Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes
DOI10.1214/12-EJS725zbMATH Open1316.60072MaRDI QIDQ1950876FDOQ1950876
Authors: Cornelia Wichelhaus, Roland Langrock
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1348665232
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periodogramtandem networksself-exciting processescross-spectral analysismultivariate point processesnonparametric statistics for queues
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inference from stochastic processes and spectral analysis (62M15) Queueing theory (aspects of probability theory) (60K25)
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Cited In (3)
- Nonparametric estimation of the service time distribution in discrete-time queueing networks
- Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information
- Nonparametric inference for queueing networks of \(\mathrm{Geom}^{X}/\mathrm{G}/\infty\) queues in discrete time
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