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Bernstein-von Mises theorem and Bayes estimation from single server queues

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  • Saroja Kumar Singh
  • Sarat Kumar Acharya

Abstract

In this paper, we prove the Bernstein-von Mises theorem for the GI∕G∕1 queueing system which is observed over a continuous time interval (0, T], where T is a suitable stopping time. And also the asymptotic properties of Bayes estimators of the parameters are investigated.

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  • Saroja Kumar Singh & Sarat Kumar Acharya, 2021. "Bernstein-von Mises theorem and Bayes estimation from single server queues," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(2), pages 286-296, January.
    • Handle: RePEc:taf:lstaxx:v:50:y:2021:i:2:p:286-296
    DOI: 10.1080/03610926.2019.1634211
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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, F.R.B. & Cançado, André L.F., 2023. "Change point estimation in an M/M/2 queue with heterogeneous servers," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 212(C), pages 182-194.

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