MAXIMUM-LIKELIHOOD-ESTIMATION FOR SINGLE-SERVER QUEUES FROM WAITING TIME DATA

Citation
Iv. Basawa et al., MAXIMUM-LIKELIHOOD-ESTIMATION FOR SINGLE-SERVER QUEUES FROM WAITING TIME DATA, Queuing systems, 24(1-4), 1996, pp. 155-167
Citations number
8
Categorie Soggetti
Operatione Research & Management Science","Computer Science Interdisciplinary Applications
Journal title
ISSN journal
02570130
Volume
24
Issue
1-4
Year of publication
1996
Pages
155 - 167
Database
ISI
SICI code
0257-0130(1996)24:1-4<155:MFSQFW>2.0.ZU;2-L
Abstract
Maximum likelihood estimators for the parameters of a GI/G/1 queue are derived based on the information on waiting times {W-t}, t = 1,...,n, of n successive customers. The consistency and asymptotic normality o f the estimators are established. A simulation study of the M/M/1 and M/E-k/1 queues is presented.