Bayesian prediction of waiting times in stochastic models

DOI10.2307/3315981zbMATH Open0986.62016OpenAlexW2119549208MaRDI QIDQ4521140FDOQ4521140

Authors: R. W. Butler, Aparna V. Huzurbazar 

Publication date: 10 June 2002

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/36f674d990f0ded440d27aff42a13f20cafda7ce

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zbMATH Keywords

birth-death processessaddlepoint approximationMarkov processesqueuessemi-Markov processesLaplace's approximationBayesian predictive distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited In (8)

• On Bayesian forecasting of procurement delays: a case study
• Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
• Modeling dependence structures for response times in a Bayesian framework
• Estimation of measures in M/M/1 queue
• Best Unbiased Estimation and CAN Property in the Stable M/M/1 Queue
• Reliabilities for feedback systems and their saddlepoint approximation.
• ML and UMVU estimation in the M/D/1 queuing system
• Survival analysis in supply chains using statistical flowgraph models: Predicting time to supply chain disruption

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