On normal approximation for maximum likelihood estimation from single server queues

DOI10.1023/A:1019158230616zbMath0934.90012OpenAlexW1965581418MaRDI QIDQ1306522

V. Pereyra

Publication date: 4 October 1999

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019158230616

zbMATH Keywords

asymptotic normalityexponential familiesmaximum likelihood estimatorsasymptotic inferencesingle server queuesGI/G/1 queueing system

Mathematics Subject Classification ID

Parametric inference (62F99) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (10)

Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue ⋮ Bernstein-von Mises theorem and Bayes estimation from single server queues ⋮ Estimation for queues from queue length data ⋮ Maximum likelihood estimation in single server queues ⋮ Statistical analysis of single-server loss queueing systems ⋮ Estimation of traffic intensity from queue length data in a deterministic single server queueing system ⋮ Determining an adequate probe separation for estimating the arrival rate in an \(M/D/1\) queue using single-packet probing ⋮ Testing traffic density of a heterogeneous stochastic queueing system using SPRT ⋮ Optimal design of measurements on queueing systems ⋮ Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach

This page was built for publication: On normal approximation for maximum likelihood estimation from single server queues