Peter W. Glynn Thomas W. Ford Professor in the School of Engineering Office: Terman 313 | Phone: 650-725-0554 | Fax: 650-723-1614 Email: glynn @ stanford.edu

Statistical Inference and Parameter Estimation

"A Natural History Model of Stage Progression Applied to Breast Cancer" [with S. K. Plevritis, P. Salzman, B. and M. Sigal]. Submitted for publication. PDF

" Estimating Tail Decay for Stationary Processes via Extreme Values " [with A. Zeevi] . Submitted for publication PDF

" Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals " [ with J. D. Duffie ]. Submitted for publication PDF

" Estimating Tail Probabilities in Queues via Extremal Statistics " [ with A. Zeevi ]. In Analysis of Communication Networks: Call Centres, Traffic, and Performance [ D.R. McDonald and S.R. Turner, eds. ] American Mathematical Society, Providence, Rhode Island, 135-158 ( 2000 )

" Independent Sampling of a Stochastic Process " [with K. Sigman]. Stochastic Processes and Their Applications 74, 151-164 ( 1998 )

" Parametric Estimation of Tail Probabilities for the Single-Server Queue " [with M. Torres]. In Frontiers in Queueing: Models and Applications In Science and Engineering [Jewgeni H. Dshalalow, ed.]. CRC Press, New York, 449-462 ( 1997 )

" Nonparametric Estimation of Tail Probabilities for the Single-Server Queue " [with M. Torres]. In Stochastic Networks: Stability and Rare Events [P. Glasserman, K. Sigman and D.D. Yao, eds.] Springer-Verlag , 109-138 ( 1996 )

" Grid-Based Simulation and the Method of Conditional Least Squares" [with K. B. Ensor]. Proceedings of the 1996 Winter Simulation Conference , 325-331 ( 1996 )