• Generalized Cross Entropy method
• Batch Markovian arrival process
• queueing system

This thesis aims to study the Batch Markovian arrival process as a possible candidate to model the input stream of a queueing system. The characterization of the process is based on the estimation of the corresponding probability density function exploiting a non-parametric density estimation technique: the Generalized Cross Entropy method. The estimation provided by the proposed method is compared with an alternative one already studied in literature.