Estimation for queues from queue length data

DOI10.1007/s11134-006-9009-2zbMath1178.90102DBLPjournals/questa/RossTP07OpenAlexW2053115739WikidataQ60457404 ScholiaQ60457404MaRDI QIDQ877794

Thomas Taimre, Joshua V. Ross, Philip K. Pollett

Publication date: 3 May 2007

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

Full work available at URL: https://doi.org/10.1007/s11134-006-9009-2

zbMATH Keywords

diffusion approximationmaximum likelihoodqueue lengthtraffic intensityM/M/c queuesrate estimation

Mathematics Subject Classification ID

Point estimation (62F10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Asymptotic properties of parametric tests (62F05)

Related Items (11)

Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time ⋮ Modelling population processes with random initial conditions ⋮ Nonparametric estimation for multi-server queues based on the number of clients in the system ⋮ Fitting birth-and-death queueing models to data ⋮ Optimization-Based Calibration of Simulation Input Models ⋮ Simple and yet efficient estimators for Markovian multiserver queues ⋮ Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling ⋮ A survey of parameter and state estimation in queues ⋮ Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process ⋮ Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data ⋮ A Bayesian Approach to Parameter Inference in Queueing Networks

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