Nonparametric estimation of the service time distribution in discrete-time queueing networks

Sebastian Schweer and Cornelia Wichelhaus

Stochastic Processes and their Applications, 2020, vol. 130, issue 8, 4643-4666

Abstract: In a discrete-time queueing network consisting of GI∕G∕∞ nodes, nonparametric estimation of the service time distributions at the nodes is considered for the case that only external movements of customers are observable. Existing approaches based on covariance functions are substantially extended by providing a functional central limit theorem for the resultant estimators. For this, in the function space of absolutely summable sequences, a simple procedure for ensuring tightness of a given sequence in a very general setting is established. Simulation results illustrate the estimator accuracy.

Keywords: Discrete-time GI∕G∕∞ queueing network; Service time estimation; Functional central limit theorem; Tightness in sequence spaces (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2020.01.011

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