Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process

DOI10.3150/19-BEJ1109zbMath1428.62146arXiv1808.04881MaRDI QIDQ2325391

Onno J. Boxma, M. R. H. Mandjes, Liron Ravner

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.04881

zbMATH Keywords

nonparametric estimation; Lévy-driven queue; Poisson probing; queue input estimation; transient queueing

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

62F12: Asymptotic properties of parametric estimators

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

60K25: Queueing theory (aspects of probability theory)

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