A Research Note on the Estimated Incapability Index
Gu-Hong Lin (2009)
The Yugoslav Journal of Operations Research
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Displaying similar documents to “Statistical inference on the traffic intensity for the M/M/ queueing system.”
A Research Note on the Estimated Incapability Index
Likelihood for interval-censored observations from multi-state models.
Daniel Commenges (2003)
SORT
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We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. The likelihood can easily be written heuristically for such models. However a formal proof is not easy in such observational patterns. We give a rigorous derivation al the likelihood for the illness-death model based on applying Jacod´s formula to an observed...
Moment estimation of customer loss rates from transactional data.
Daley, D.J., Servi, L.D. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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On a first passage problem in general queueing systems with multiple vacations.
Dshalalow, Jewgeni H. (1992)
Journal of Applied Mathematics and Stochastic Analysis
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On a multilevel controlled bulk queueing system .
Abolnikov, Lev, Dshalalow, Jewgeni H. (1992)
Journal of Applied Mathematics and Stochastic Analysis
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First passage processes in queueing system with service delay discipline.
Abolnikov, Lev, Dshalalow, Jewgeni H., Dukhovny, Alexander M. (1994)
International Journal of Mathematics and Mathematical Sciences
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A model discrimination method for processes with different memory structure.
Freidlin, Mark, Pfeiffer, Ruth (1999)
Mathematical Problems in Engineering
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Generalization of discrimination-rate theorems of Chernoff and Stein
Igor Vajda (1990)
Kybernetika
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On some queue length controlled stochastic processes.
Abolnikov, Lev, Dshalalow, Jewgeni H., Dukhovny, Alexander M. (1990)
Journal of Applied Mathematics and Stochastic Analysis
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On cumulative process model and its statistical analysis
Petr Volf (2000)
Kybernetika
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The notion of the counting process is recalled and the idea of the ‘cumulative’ process is presented. While the counting process describes the sequence of events, by the cumulative process we understand a stochastic process which cumulates random increments at random moments. It is described by an intensity of the random (counting) process of these moments and by a distribution of increments. We derive the martingale – compensator decomposition of the process and then we study the estimator...