|
Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Investigación >
Departamentos >
Departamento de Estadística >
DES - Working Papers. Statistics and Econometrics. WS >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/5707
|
| Title: | Non-identifiability of the two state Markovian Arrival process |
| Author(s): | Ramírez-Cobo, Pepa
Lillo, Rosa E.
Wiper, Michael P. |
| Publisher: | Universidad Carlos III de Madrid. Departamento de Estadística |
| Issued date: | Nov-2009 |
| URI: | http://hdl.handle.net/10016/5707 |
| Abstract: | In this paper we consider the problem of identifiability of the two-state Markovian Arrival process (MAP2). In particular, we show that the MAP2 is not identifiable and conditions are given under which two different sets of parameters, induce identical stationary laws for the observable process. |
| Serie / Nº.: | UC3M Working papers. Statistics and Econometrics
09-21 |
| Keywords: | Batch Markovian Arrival process
Markov Renewal process
Hidden Markov models
Identifiability problems |
| Appears in Collections: | DES - Working Papers. Statistics and Econometrics. WS
|
This item is licensed under a Creative Commons License
Items in E-Archivo are protected by copyright, with all rights reserved, unless otherwise indicated.
|
