Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach

Sarat Kumar Acharya and Saroja Kumar Singh

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 14, 3549-3557

Abstract: Problems of large sample estimation for the parameters in a single server queueing set up are discussed. The queueing system is observed over a continuous time interval (0,T] , where T is determined by a suitable stopping rule. The asymptotic properties of the maximum likelihood estimator from single server queues are studied using the martingale technique. An example with simulation study is given to illustrate the results.

Date: 2019
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DOI: 10.1080/03610926.2018.1477958

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