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Maximum Likelihood Estimation in Single Server Queues

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Abstract

In this paper, maximum likelihood estimation for the parameters in a single server queues are investigated. The queues are observed over a continuous time interval (0, T], where T is determined by a suitable stopping rule. The existence of the maximum likelihood estimator is proved by applying Rolle’s theorem. Also, we have obtained the limiting distribution of the error of estimation.

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Acknowledgements

The author would like to thank the referee and the associate editor for helpful comments and suggestions.

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Correspondence to Saroja Kumar Singh.

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Singh, S.K. Maximum Likelihood Estimation in Single Server Queues. Sankhya A 85, 931–947 (2023). https://doi.org/10.1007/s13171-022-00283-6

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  • DOI: https://doi.org/10.1007/s13171-022-00283-6

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