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

This note concerns the use of parametric bootstrap sampling to carry out Bayesian inference
calculations. This is only possible in a subset of those problems amenable to Markov-Chain …

Regression modelling involving heavy-tailed response distributions, which have heavier
tails than the exponential distribution, has become increasingly popular in many insurance …

In times where more and more data become available and where the data exhibit rather
complex structures (significant departure from symmetry, heavy or light tails), flexible …

We formalise and generalise the definition of the family of univariate double two–piece
distributions, obtained by using a density–based transformation of unimodal symmetric …

Problem statement: The double Pareto distribution appeared most often as model for variety
of fields, including archaeology, biology, economics, environmental science, finance and …

Most time series forecasting methods assume the series has no missing values. When
missing values exist, interpolation methods, while filling in the blanks, may substantially …

This article presents the Exponential–Generalized Inverse Gaussian regression model with
varying dispersion and shape. The EGIG is a general distribution family which, under the …

This is an annotated bibliography on estimation and inference results for queues and related
stochastic models. The purpose of this document is to collect and categorise works in the …

In the first part of this chapter, we present a sample of the best known and most used
classical size distributions with their main statistical properties. In the second part, we …