Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach

被引：9

作者：

Acharya, Sarat Kumar ^{[1
]}

Singh, Saroja Kumar ^{[1
]}

机构：

[1] Sambalpur Univ, PG Dept Stat, Jyoti Vihar 768019, Odisha, India

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2019年 / 48卷 / 14期

关键词：

Asymptotically efficient; queue; maximum likelihood estimator; single server queues;

D O I：

10.1080/03610926.2018.1477958

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Problems of large sample estimation for the parameters in a single server queueing set up are discussed. The queueing system is observed over a continuous time interval , where T is determined by a suitable stopping rule. The asymptotic properties of the maximum likelihood estimator from single server queues are studied using the martingale technique. An example with simulation study is given to illustrate the results.

引用

页码：3549 / 3557

页数：9

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