Maximum Likelihood Estimation in Single Server Queues

被引:0
|
作者
Singh, Saroja Kumar [1 ,2 ]
机构
[1] Sambalpur Univ, Dept Stat, Sambalpur 768019, Odisha, India
[2] Cent Univ Odisha, Dept Stat, Koraput 763004, Odisha, India
来源
SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY | 2023年 / 85卷 / 01期
关键词
GI/G/1; queue; maximum likelihood estimation; consistency; asymptotic normality;
D O I
10.1007/s13171-022-00283-6
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
In this paper, maximum likelihood estimation for the parameters in a single server queues are investigated. The queues are observed over a continuous time interval (0, T], where T is determined by a suitable stopping rule. The existence of the maximum likelihood estimator is proved by applying Rolle's theorem. Also, we have obtained the limiting distribution of the error of estimation.
引用
收藏
页码:931 / 947
页数:17
相关论文
共 50 条
  • [31] Global convergence conditions in maximum likelihood estimation
    Zou, Yiqun
    Heath, William P.
    INTERNATIONAL JOURNAL OF CONTROL, 2012, 85 (05) : 475 - 490
  • [32] EXPONENTIAL SMOOTHING - ESTIMATION BY MAXIMUM-LIKELIHOOD
    BROZE, L
    MELARD, G
    JOURNAL OF FORECASTING, 1990, 9 (05) : 445 - 455
  • [33] Improved Maximum Likelihood Estimation of ARMA Models
    Di Gangi, Leonardo
    Lapucci, Matteo
    Schoen, Fabio
    Sortino, Alessio
    LOBACHEVSKII JOURNAL OF MATHEMATICS, 2022, 43 (09) : 2433 - 2443
  • [34] Precision of maximum likelihood estimation in adaptive designs
    Graf, Alexandra Christine
    Gutjahr, Georg
    Brannath, Werner
    STATISTICS IN MEDICINE, 2016, 35 (06) : 922 - 941
  • [35] Maximum likelihood estimation of singular systems of equations
    Lai, Hung-Pin
    ECONOMICS LETTERS, 2008, 99 (01) : 51 - 54
  • [36] Boosting in Univariate Nonparametric Maximum Likelihood Estimation
    Li, YunPeng
    Ye, ZhaoHui
    IEEE SIGNAL PROCESSING LETTERS, 2021, 28 : 623 - 627
  • [37] Asymptotic maximum likelihood estimation for the cauchy distribution
    Endo, T
    JOURNAL OF THE PHYSICAL SOCIETY OF JAPAN, 1998, 67 (06) : 1936 - 1938
  • [38] On the Maximum Likelihood Estimation of Population and Domain Means
    Wywial, Janusz L. L.
    JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2023, 17 (03)
  • [39] Improved Maximum Likelihood Estimation of ARMA Models
    Leonardo Di Gangi
    Matteo Lapucci
    Fabio Schoen
    Alessio Sortino
    Lobachevskii Journal of Mathematics, 2022, 43 : 2433 - 2443
  • [40] MAXIMUM LIKELIHOOD ESTIMATION FOR COOPERATIVE SEQUENTIAL ADSORPTION
    Penrose, Mathew D.
    Shcherbakov, Vadim
    ADVANCES IN APPLIED PROBABILITY, 2009, 41 (04) : 978 - 1001