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

DOI10.1080/03610926.2019.1634211OpenAlexW2954887317WikidataQ127577716 ScholiaQ127577716MaRDI QIDQ5079038

Saroja Kumar Singh, Sarat Kumar Acharya

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1634211

zbMATH Keywords

maximum likelihood estimationGI/G/1 queueBayes estimationBernstein-von Mises theorem

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Bayesian inference and prediction in an M/D/1 queueing system ⋮ Change point estimation in an \(M/M/2\) queue with heterogeneous servers ⋮ Nonparametric estimation for multi-server queues based on the number of clients in the system ⋮ Maximum likelihood estimation in single server queues ⋮ Estimation of traffic intensity from queue length data in a deterministic single server queueing system

Cites Work

• Unnamed Item
• On normal approximation for maximum likelihood estimation from single server queues
• Bernstein-von Mises Theorem for M|M|1 Queue
• Estimation in single server queues
• Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue
• The Lindeberg-Levy Theorem for Martingales
• The Bernstein-Von Mises Theorem for Markov Processes
• Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach

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