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Discrete-time GI/G/∞ queue 1 Functional central limit theorem 1 Moving block bootstrap 1 Sojourn time estimation 1
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Schweer, Sebastian 1 Wichelhaus, Cornelia 1
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Stochastic Processes and their Applications 1
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Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information
Schweer, Sebastian; Wichelhaus, Cornelia - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 233-253
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...
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