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Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
16 references·0 citing·46 second hop
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process (2019)Estimating the input of a Lévy-driven que…Rational Queueing (2016)Rational QueueingNonparametric estimation of the service time distribution in the M/G/∞ queue (2016)Nonparametric estimation of t…Queues and Lévy Fluctuation Theory (2015)Queues and Lévy Fluctuation T…Bayesian Dynamic Pricing in Queueing Systems with Unknown Delay Cost Characteristics (2013)Bayesian Dynamic Pricing in Q…Statistical inference for time-changed Lévy processes via composite characteristic function estimation (2011)Statistical inference for tim…Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (2009)Nonparametric estimation of t…Nonparametric estimation for Lévy processes from low-frequency observations (2009)Nonparametric estimation for …Lévy processes with adaptable exponent (2009)Lévy processes with adaptable…Estimation for queues from queue length data (2007)Estimation for queues from qu…Nonparametric inference from the M/G/1 workload (2006)Nonparametric inference from …The Impact of Duplicate Orders on Demand Estimation and Capacity Investment (2005)The Impact of Duplicate Order…Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals (2004)Estimation of Continuous-Time…To Queue or Not to Queue: Equilibrium Behavior in Queueing Systems (2003)To Queue or Not to Queue: Equ…Decompounding: an estimation problem for Poisson random sums (2003)Decompounding: an estimation …Nonparametric Estimation of the Stationary Waiting Time Distribution Function for the $GI/G/1$ Queue (1994)Nonparametric Estimation of t…Estimating Customer and Time Averages (1993)Estimating Customer and Time …The Regulation of Queue Size by Levying Tolls (1969)Matrix-Geometric Solutions to Stochastic Models (1984)Information Sharing and Supply Chain Coordination (2003)On the Value of Commitment and Availability Guarantees When Selling to Strategic Consumers (2008)On-Demand Service Platforms (2016)Maximum Likelihood Estimates in a Simple Queue (1957)Limiting diffusion approximations for the many server queue and the repairman problem (1965)A Diffusion Approximation for a Markovian Queue with Reneging (2003)Bayesian Service Demand Estimation Using Gibbs Sampling (2013)Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (2020)A survey of parameter and state estimation in queues (2021)Applied Probability and Queues (1987)Aspects of Risk Theory (1991)Applied Probability and Queues (2003)Inference for the limiting cluster size distribution of extreme values (2009)Notes on discrete compound Poisson model with applications to risk theory (2014)A two-armed bandit theory of market pricing (1974)Dynamic pricing and learning: Historical origins, current research, and new directions (2015)Thompson Sampling for Stochastic Control: The Finite Parameter Case (2017)Nonstationary Bandits with Habituation and Recovery Dynamics (2020)Option pricing when underlying stock returns are discontinuous (1976)Lévy processes : theory and applications (2001)Financial Modelling with Jump Processes (2003)Measuring the roughness of random paths by increment ratios (2011)Nonparametric inference for discretely sampled Lévy processes (2012)Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (2014)A Theory of the Term Structure of Interest Rates (1985)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004)Brownian Motion and Stochastic Calculus (2007)MIDAS Regressions: Further Results and New Directions (2007)Numerical solution of stochastic differential equations (2016)Information Distortion in a Supply Chain: The Bullwhip Effect (1997)Capacity Choice and Allocation: Strategic Behavior and Supply Chain Performance (1999)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)Knowledge risks in organizational networks: An exploratory framework (2011)Horizontal Capacity Coordination for Risk Management and Flexibility: Pay Ex Ante or Commit a Fraction of Ex Post Demand? (2013)Supply Chain Tsunamis: Research on Low‐Probability, High‐Impact Disruptions (2017)Generalized Pickands constants and stationary max-stable processes (2017)Polling: past, present, and perspective (2018)Estimating Customer Impatience in a Service System With Unobserved Balking (2022)Nonparametric estimation for pure jump Lévy processes based on high frequency data (2009)Nonparametric adaptive estimation for pure jump Lévy processes (2010)Efficient estimation of integrated volatility in presence of infinite variation jumps (2014)Food Delivery Service and Restaurant: Friend or Foe? (2019)Labor Welfare in On-Demand Service Platforms (2021)
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References

  • 2003To Queue or Not to Queue: Equilibrium Behavior in Queueing Systems1,052 cited
  • 2016Rational Queueing256 cited
  • 2009Nonparametric estimation for Lévy processes from low-frequency observations121 cited
  • 2004Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals93 cited
  • 2015Queues and Lévy Fluctuation Theory77 cited
  • 2003Decompounding: an estimation problem for Poisson random sums75 cited
  • 2005The Impact of Duplicate Orders on Demand Estimation and Capacity Investment67 cited
  • 2013Bayesian Dynamic Pricing in Queueing Systems with Unknown Delay Cost Characteristics43 cited
  • 2009Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process43 cited
  • 2007Estimation for queues from queue length data42 cited
  • 2011Statistical inference for time-changed Lévy processes via composite characteristic function estimation37 cited
  • 2006Nonparametric inference from the M/G/1 workload31 cited
  • 2009Lévy processes with adaptable exponent24 cited
  • 1994Nonparametric Estimation of the Stationary Waiting Time Distribution Function for the $GI/G/1$ Queue21 cited
  • 2016Nonparametric estimation of the service time distribution in the M/G/∞ queue

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21 cited
  • 1993Estimating Customer and Time Averages19 cited
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