(Received November 7, 1996; revised October 17, 1997)
Abstract. Given an M/G/infinity queue with input rate lambda and service-time distribution G, we consider the problem of estimating lambda and G from data on the queue-length process Q = (Qt). Our motivation is to study departures of G from exponentiality, following recent work of Bingham and Dunham (1997, Ann. Inst. Statist. Math., 49, 667-679).
Key words and phrases: Infinite-server queue, infinite-dimensional delta- method, empirical process, Little's formula, Reynolds' formula.
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