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Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach

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  • Sarat Kumar Acharya
  • Saroja Kumar Singh

Abstract

Problems of large sample estimation for the parameters in a single server queueing set up are discussed. The queueing system is observed over a continuous time interval (0,T] , where T is determined by a suitable stopping rule. The asymptotic properties of the maximum likelihood estimator from single server queues are studied using the martingale technique. An example with simulation study is given to illustrate the results.

Suggested Citation

  • Sarat Kumar Acharya & Saroja Kumar Singh, 2019. "Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(14), pages 3549-3557, July.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:14:p:3549-3557
    DOI: 10.1080/03610926.2018.1477958
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    Cited by:

    1. Saroja Kumar Singh, 2023. "Maximum Likelihood Estimation in Single Server Queues," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 931-947, February.
    2. Singh, Saroja Kumar & Acharya, Sarat Kumar & Cruz, Frederico R.B. & Quinino, Roberto C., 2021. "Bayesian sample size determination in a single-server deterministic queueing system," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 17-29.

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