Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:125

Article

Schweer, Sebastian¹  Wichelhaus, Cornelia¹ 

[1] Heidelberg Univ, Inst Appl Math, D-69120 Heidelberg, Germany

关键词: Sojourn time estimation;    Discrete-time GI/G/infinity queue;    Functional central limit theorem;    Moving block bootstrap;   

DOI  :  10.1016/j.spa.2014.09.003

来源: Elsevier

【 摘 要 】

Estimation of the service time distribution in the discrete-time GI/G/infinity-queue based solely on information on the arrival and departure processes is considered. The focus is put on the estimation approach via the so called sequence of differences. Existing results for this approach are substantially extended by proving a functional central limit theorem for the resultant estimator. Here, the underlying function space is taken to be the space of sequences converging to zero. The moving block bootstrap technique is considered for the estimation of the resultant covariance kernel and is shown to be applicable under mild additional conditions. (C) 2014 Elsevier B.V. All rights reserved.

【 授权许可】

Free