Fearnhead, Paul (2004) *Filtering recursions for calculating likelihoods for queues based on inter-departure time data.* Statistics and Computing, 14 (3). pp. 261-266. ISSN 0960-3174

Official URL: http://dx.doi.org/10.1023/B:STCO.0000035305.92337....

## Abstract

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.

Item Type: | Article |
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Journal or Publication Title: | Statistics and Computing |

Uncontrolled Keywords: | Er/G/1 queues - forward-backward algorithm - indirect inference - likelihood recursions - M/G/1 queues - missing data |

Subjects: | Q Science > QA Mathematics |

Departments: | Faculty of Science and Technology > Mathematics and Statistics |

ID Code: | 8198 |

Deposited By: | Prof Paul Fearnhead |

Deposited On: | 15 Apr 2008 10:17 |

Refereed?: | Yes |

Published?: | Published |

Last Modified: | 07 Jan 2015 16:05 |

Identification Number: | |

URI: | http://eprints.lancs.ac.uk/id/eprint/8198 |

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