Nonparametric inference from the M/G/1 workload

DOI10.3150/bj/1155735934zbMath1125.62091OpenAlexW1965794770MaRDI QIDQ850769

Susan M. Pitts, Martin B. Hansen

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1155735934

zbMATH Keywords

workloadfunctional central limit theoremasymptotic normalityempirical processesM/G/1 queueregenerative processesinfinite-dimensional delta method

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Queueing theory (aspects of probability theory) (60K25)

Related Items

Nonparametric Inference for Queueing Networks of Geom^X/G/∞ Queues in Discrete Time, Statistical analysis of single-server loss queueing systems, Decompounding random sums: a nonparametric approach, Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes, Probabilistic sampling of finite renewal processes, Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment, A survey of parameter and state estimation in queues, Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process

Uses Software

• KernSmooth

Cites Work

• Uniform limit theorems for Harris recurrent Markov chains
• Non-parametric estimation for the \(M/G/\infty\) queue
• Nonparametric estimation in renewal theory. I: The empirical renewal function
• Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
• Decompounding: an estimation problem for Poisson random sums.
• Asymptotic Statistics
• Nonparametric inference fromM/G/l busy periods
• Nonparametric Inference About Service Time Distribution from Indirect Measurements
• Applied Probability and Queues
• Convergence of stochastic processes
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