Heggland, Knut; Frigessi, Arnoldo - In: Journal of the Royal Statistical Society Series B 66 (2004) 2, pp. 447-462
There are models for which the evaluation of the likelihood is infeasible in practice. For these models the Metropolis-Hastings acceptance probability cannot be easily computed. This is the case, for instance, when only departure times from a "G"/"G"/1 queue are observed and inference on the...