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.
No takes yet. Share an insight, caveat, or question.
Acharya et al. (2018) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: