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Nonparametric estimation of the service time distribution in discrete-time queueing networks

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  • Schweer, Sebastian
  • Wichelhaus, Cornelia

Abstract

In a discrete-time queueing network consisting of GI∕G∕∞ nodes, nonparametric estimation of the service time distributions at the nodes is considered for the case that only external movements of customers are observable. Existing approaches based on covariance functions are substantially extended by providing a functional central limit theorem for the resultant estimators. For this, in the function space of absolutely summable sequences, a simple procedure for ensuring tightness of a given sequence in a very general setting is established. Simulation results illustrate the estimator accuracy.

Suggested Citation

  • Schweer, Sebastian & Wichelhaus, Cornelia, 2020. "Nonparametric estimation of the service time distribution in discrete-time queueing networks," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 4643-4666.
    • Handle: RePEc:eee:spapps:v:130:y:2020:i:8:p:4643-4666
    DOI: 10.1016/j.spa.2020.01.011
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    1. Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, November.
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    Cited by:

    1. Azam Asanjarani & Yoni Nazarathy & Peter Taylor, 2021. "A survey of parameter and state estimation in queues," Queueing Systems: Theory and Applications, Springer, vol. 97(1), pages 39-80, February.

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