Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
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Publication:2325391
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
Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Queueing theory (aspects of probability theory) (60K25)
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Hypothesis testing for a Lévy-driven storage system by Poisson sampling, A survey of parameter and state estimation in queues, Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
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