IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v51y1999i1p71-97.html
   My bibliography  Save this article

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

Author

Listed:
  • N. Bingham
  • Susan Pitts

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1003831118254
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1003831118254?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lauer, Alexandra & Zähle, Henryk, 2017. "Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 99-108.
    2. Eric Beutner & Henryk Zähle, 2018. "Bootstrapping Average Value at Risk of Single and Collective Risks," Risks, MDPI, vol. 6(3), pages 1-30, September.
    3. Honglong You & Yuan Gao, 2019. "Non-Parametric Threshold Estimation for the Wiener–Poisson Risk Model," Mathematics, MDPI, vol. 7(6), pages 1-11, June.
    4. Peter Whittle, 2002. "Applied Probability in Great Britain," Operations Research, INFORMS, vol. 50(1), pages 227-239, February.
    5. Zhang, Zhimin & Yang, Hailiang, 2013. "Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 24-35.
    6. Grübel, Rudolf & Pitts, Susan M., 2000. "Statistical Aspects of Perpetuities," Journal of Multivariate Analysis, Elsevier, vol. 75(1), pages 143-162, October.
    7. You, Honglong & Guo, Junyi & Jiang, Jiancheng, 2020. "Interval estimation of the ruin probability in the classical compound Poisson risk model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    8. Li Qin & Susan M. Pitts, 2012. "Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 14(4), pages 919-936, December.
    9. Subba Rao, S. & Gunasekaran, A. & Goyal, S. K. & Martikainen, T., 1998. "Waiting line model applications in manufacturing," International Journal of Production Economics, Elsevier, vol. 54(1), pages 1-28, January.
    10. 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.
    11. Peter Hall & Juhyun Park, 2004. "Nonparametric inference about service time distribution from indirect measurements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(4), pages 861-875, November.
    12. Yuan Gao & Honglong You, 2021. "The Speed of Convergence of the Threshold Estimator of Ruin Probability under the Tempered α -Stable Lévy Subordinator," Mathematics, MDPI, vol. 9(21), pages 1-9, October.
    13. Yuan Gao & Lingju Chen & Jiancheng Jiang & Honglong You, 2020. "Nonparametric Estimation of the Ruin Probability in the Classical Compound Poisson Risk Model," JRFM, MDPI, vol. 13(12), pages 1-12, November.
    14. Zhang, Zhimin & Yang, Hailiang, 2014. "Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 168-177.
    15. Lauer Alexandra & Zähle Henryk, 2016. "Nonparametric estimation of risk measures of collective risks," Statistics & Risk Modeling, De Gruyter, vol. 32(2), pages 89-102, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:51:y:1999:i:1:p:71-97. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.