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Non-parametric Estimation for the M/G/∞ Queue

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  • N. Bingham
  • Susan Pitts

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  • N. Bingham & Susan Pitts, 1999. "Non-parametric Estimation for the M/G/∞ Queue," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 71-97, March.
    • Handle: RePEc:spr:aistmt:v:51:y:1999:i:1:p:71-97
    DOI: 10.1023/A:1003831118254
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    References listed on IDEAS

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    1. N.H. Bingham & Bruce Dunham, 1997. "Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 667-679, December.
    2. Ardavan Nozari & Ward Whitt, 1988. "Estimating Average Production Intervals Using Inventory Measurements: Little's Law for Partially Observable Processes," Operations Research, INFORMS, vol. 36(2), pages 308-323, April.
    3. S. Pitts, 1994. "Nonparametric estimation of compound distributions with applications in insurance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 537-555, September.
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    Citations

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    Cited by:

    1. Ole E. Barndorff-Nielsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2014. "Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 693-724, September.
    2. Schweer, Sebastian & Wichelhaus, Cornelia, 2015. "Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 233-253.
    3. Park, Juhyun, 2007. "On the choice of an auxiliary function in the M/G/[infinity] estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5477-5482, August.
    4. Aleksandrina Goeva & Henry Lam & Huajie Qian & Bo Zhang, 2019. "Optimization-Based Calibration of Simulation Input Models," Operations Research, INFORMS, vol. 67(5), pages 1362-1382, September.
    5. Li, Dongmin & Hu, Qingpei & Wang, Lujia & Yu, Dan, 2019. "Statistical inference for Mt/G/Infinity queueing systems under incomplete observations," European Journal of Operational Research, Elsevier, vol. 279(3), pages 882-901.

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