2 papers
math.PR2019
Hypothesis testing for a Lévy-driven storage system by Poisson sampling
Michel Mandjes, Liron Ravner
This paper focuses on hypothesis testing for the input of a Lévy-driven storage system by sampling of the storage level. As the likelihood is not explicit we propose two tests that…
math.PR2018
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
Liron Ravner, Onno Boxma, Michel Mandjes
This paper aims at semi-parametrically estimating the input process to a Lévy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based…