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

Sebastian Schweer and Cornelia Wichelhaus

Stochastic Processes and their Applications, 2015, vol. 125, issue 1, 233-253

Abstract: Estimation of the service time distribution in the discrete-time GI/G/∞-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.

Keywords: Sojourn time estimation; Discrete-time GI/G/∞ queue; Functional central limit theorem; Moving block bootstrap (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:125:y:2015:i:1:p:233-253

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DOI: 10.1016/j.spa.2014.09.003

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