Nonparametric estimation of the service time distribution in the discrete-time GI/G/ queue with partial information
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Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information
Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information
Abstract: Estimation of the service time distribution in the discrete-time -queue based solely on information on the arrival and departure processes is considered. The focus is put on the estimation approach via the so called "sequence of differences". Existing results for this approach are substantially extended by proving a functional central limit theorem for the resultant estimator. Here, the underlying function space is taken to be the space of sequences converging to zero. The moving block bootstrap technique is considered for the estimation of the resultant covariance kernel and is shown to be applicable under mild additional conditions.
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Cites work
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- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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Cited in
(16)- On the choice of an auxiliary function in the M/G/ estimation
- The M/G/ estimation problem revisited
- Estimation of traffic intensity from queue length data in a deterministic single server queueing system
- A survey of parameter and state estimation in queues
- Nonparametric estimation of the service time distribution in discrete-time queueing networks
- Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
- Nonparametric inference for queueing networks of \(\mathrm{Geom}^{X}/\mathrm{G}/\infty\) queues in discrete time
- A goodness-of-fit test for integer-valued autoregressive processes
- scientific article; zbMATH DE number 4082738 (Why is no real title available?)
- Nonparametric Inference About Service Time Distribution from Indirect Measurements
- Nonparametric estimation of service time characteristics in infinite-server queues with nonstationary Poisson input
- Statistical inference for discrete-valued stochastic processes
- Kernel density estimation for interdeparture time of GI/G/1 queues
- Random permutations generated by delay models and estimation of delay distributions
- Adaptive minimax estimation of service time distribution in the M_t/G/ queue from departure data
- Nonparametric estimation of the job-size distribution for an M/G/1 queue with Poisson sampling
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