Publication:
Non-identifiability of the two state Markovian Arrival process

Thumbnail Image
Identifiers
URI: https://hdl.handle.net/10016/5707
UXXI: DT/0000001846
Files
ws097121.pdf (337.75 KB)
Publication date
2009-11
Defense date
Authors
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
Impact
Google Scholar
Export
Research Projects
Organizational Units
Journal Issue
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.
Description
Keywords
Batch Markovian Arrival process, Markov Renewal process, Hidden Markov models, Identifiability problems
Bibliographic citation
Collections
DES - Working Papers. Statistics and Econometrics. WS
Load more