咨询与建议

看过本文的还看了

相关文献

该作者的其他文献

文献详情 >Filtering recursions for calcu... 收藏

Filtering recursions for calculating likelihoods for queues based on inter-departure time data

为队列为精明的可能性过滤递归基于 oninter 离开工时数据

作     者:Fearnhead, P 

作者机构:Univ Lancaster Dept Math & Stat Lancaster LA1 4YF England 

出 版 物:《STATISTICS AND COMPUTING》 (统计学与计算)

年 卷 期:2004年第14卷第3期

页      面:261-266页

核心收录:

学科分类:0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 0812[工学-计算机科学与技术(可授工学、理学学位)] 

基  金:Engineering and Physical Sciences Research Council  EPSRC  (GR/R91724) 

主  题:Er/G/1 queues forward-backward algorithm indirect inference likelihood recursions M/G/1 queues missing data 

摘      要:We consider inference for queues based on inter-departure time data. Calculating the likelihood for such models is difficult, as the likelihood involves summing up over the (exponentially-large) space of realisations of the arrival process. We demonstrate how a likelihood recursion can be used to calculate this likelihood efficiently for the specific cases of M/G/1 and Er/G/1 queues. We compare the sampling properties of the mles to the sampling properties of estimators, based on indirect inference, which have previously been suggested for this problem.

读者评论 与其他读者分享你的观点

用户名:未登录
我的评分