The objective of the paper is to present a novel methodology for likelihood-based inference
for discretely observed diffusions. We propose Monte Carlo methods, which build on recent …

We present a broad literature survey of parameter and state estimation for queueing
systems. Our approach is based on various inference activities, queueing models …

Ambit Stochastics has emerged as a new field in probability theory during the last decade.
While there are still many open questions and challenges, we think that the time is right to …

This paper introduces a new continuous‐time framework for modelling serially correlated
count and integer‐valued data. The key component in our new model is the class of integer …

We consider the estimation of arrival and service rates for queues based on queue length
data collected at successive, not necessarily equally spaced, time points. In particular, we …

A certain type of queueing system that is quite common in manufacturing systems occurs
when the time between the arrivals of items approximately follows an exponential …

In studies of properties of queues, for example in relation to Internet traffic, a subject that is of
particular interest is the 'shape'of service time distribution. For example, we might wish to …

The subject of this paper is the problem of estimating the service time distribution of the
M/G/∞ queue from incomplete data on the queue. The goal is to estimate G from …

This paper provides a mathematical framework for estimation of the service time distribution
and expected service time of an infinite-server queueing system with a nonhomogeneous …

Estimation of the service time distribution in the discrete-time GI/G/∞-queue based solely on
information on the arrival and departure processes is considered. The focus is put on the …