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Nonparametric inference from the M/G/1 workload
7 references·4 citing·34 second hop
Nonparametric inference from the M/G/1 workload (2006)Nonparametric inference from the M/G/1 wo…Nonparametric Inference About Service Time Distribution from Indirect Measurements (2004)Nonparametric Inference About…Decompounding: an estimation problem for Poisson random sums (2003)Decompounding: an estimation …Non-parametric Estimation for the M/G/∞ Queue (1999)Non-parametric Estimation for…Heavy tail modeling and teletraffic data: special invited paper (1997)Heavy tail modeling and telet…Heavy Tail Modelling and Teletraffic Data (1995)Heavy Tail Modelling and Tele…Applied Probability and Queues (1987)Applied Probability and QueuesRecursive Evaluation of a Family of Compound Distributions (1981)Recursive Evaluation of a Fam…Estimating Customer Impatience in a Service System With Unobserved Balking (2022)Estimating Customer Impatienc…Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process (2019)Estimating the input of a Lév…Parameter and State Estimation in Queues and Related Stochastic Models: A Bibliography (2017)Parameter and State Estimatio…Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment (2008)Asymptotic Inference for Wait…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process (2000)Recent Theoretical Results for Time Series Models with GARCH Errors (2002)The extremogram: A correlogram for extreme events (2009)Applied Probability and Queues (2003)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Aspects of Risk Theory (1991)Inference for the limiting cluster size distribution of extreme values (2009)Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (2009)Notes on discrete compound Poisson model with applications to risk theory (2014)A review ofL=?W and extensions (1991)Elements of Queueing Theory (2003)Estimation for queues from queue length data (2007)Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences (2010)A survey of parameter and state estimation in queues (2021)On infinite server queues with batch arrivals (1966)Estimation for an M/G/ queue with incomplete information (1997)On the Correlation Structure of a Lévy-Driven Queue (2008)Nonparametric estimation of the service time distribution in the M/G/∞ queue (2016)Compound Poisson Distributions (1966)Further Results on Recursive Evaluation of Compound Distributions (1981)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Insurance Risk and Ruin (2005)Fundamentals of Queueing Theory. (1977)An Introduction to Queueing Networks (1990)Statistical Analysis of a Telephone Call Center (2005)The Regulation of Queue Size by Levying Tolls (1969)To Queue or Not to Queue: Equilibrium Behavior in Queueing Systems (2003)A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection (2002)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Asset Pricing with Heterogeneous Consumers (1996)Optimization of computer simulation models with rare events (1997)
this work references cited by second hop

References

  • 1987Applied Probability and Queues2,704 cited
  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited
  • 1997Heavy tail modeling and teletraffic data: special invited paper288 cited
  • 1995Heavy Tail Modelling and Teletraffic Data186 cited
  • 2003Decompounding: an estimation problem for Poisson random sums75 cited
  • 1999Non-parametric Estimation for the M/G/∞ Queue63 cited
  • 2004Nonparametric Inference About Service Time Distribution from Indirect Measurements43 cited

Cited by

  • 2017Parameter and State Estimation in Queues and Related Stochastic Models: A Bibliography14 cited
  • 2022Estimating Customer Impatience in a Service System With Unobserved Balking11 cited
  • 2008Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment11 cited
  • 2019Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process10 cited

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