Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes

DOI10.1214/12-EJS725zbMath1316.60072MaRDI QIDQ1950876

Roland Langrock, Cornelia Wichelhaus

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1348665232

zbMATH Keywords

periodogrammultivariate point processestandem networksself-exciting processescross-spectral analysisnonparametric statistics for queues

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Nonparametric Inference for Queueing Networks of Geom^X/G/∞ Queues in Discrete Time ⋮ Nonparametric estimation of the service time distribution in discrete-time queueing networks ⋮ Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Maximum likelihood estimation of Hawkes' self-exciting point processes
• Approximate Fourier analysis of distribution functions
• Confidence intervals of mean response time for an M/G/1 queueing system: bootstrap simulation
• Nonparametric inference from the M/G/1 workload
• Nonparametric and simulated analysis of intensity for a queueing system
• Mean response time for a \(G/G/1\) queueing system: simulated computation
• Shrinkage estimation in the frequency domain of multivariate time series
• Statistical analysis of queueing systems
• Time series: theory and methods.
• Cross-spectral analysis of processes with stationary increments including the stationary G/G/\(\infty\) queue
• Some limit theorems for regenerative queues
• Non-parametric estimation for the \(M/G/\infty\) queue
• Nonparametric estimation of the stationary waiting time distribution function for the \(GI/G/1\) queue
• Statistical analysis and modeling of Internet VoIP traffic for network engineering
• Stochastic Perturbation Theory
• On inference in a one-dimensional mosaic and an M/G/∞ queue
• The Markovian self-exciting process
• Asymptotic Statistics
• Nonparametric inference fromM/G/l busy periods
• Nonparametric Inference About Service Time Distribution from Indirect Measurements
• Applied Probability and Queues
• An Introduction to the Theory of Point Processes
• The influence of dependence on data network models
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• Spectra of some self-exciting and mutually exciting point processes
• An Introduction to the Theory of Point Processes

This page was built for publication: Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes