A Wiener-Hopf integral equation arising in some inference and queueing problems

DOI10.1093/BIOMET/61.2.277MaRDI QIDQ4769733zbMATHOpenAlexFDO

Authors C. Atkinson

Publication date 1974

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/61.2.277

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Stochastic integral equations (60H20)

Cited in

(2)

• From Walras' auctioneer to continuous time double auctions: a general dynamic theory of supply and demand
• Likelihood estimation and inference in threshold regression

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