Publication: Non-identifiability of the two state Markovian Arrival process
dc.affiliation.dpto | UC3M. Departamento de EstadÃstica | es |
dc.contributor.author | RamÃrez Cobo, Josefa | |
dc.contributor.author | Lillo RodrÃguez, Rosa Elvira | |
dc.contributor.author | Wiper, Michael Peter | |
dc.contributor.editor | Universidad Carlos III de Madrid. Departamento de EstadÃstica | |
dc.date.accessioned | 2009-11-12T10:35:13Z | |
dc.date.available | 2009-11-12T10:35:13Z | |
dc.date.issued | 2009-11 | |
dc.description.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. | |
dc.format.mimetype | application/pdf | |
dc.identifier.repec | ws097121 | |
dc.identifier.uri | https://hdl.handle.net/10016/5707 | |
dc.identifier.uxxi | DT/0000001846 | |
dc.language.iso | eng | |
dc.relation.ispartofseries | UC3M Working papers. Statistics and Econometrics | |
dc.relation.ispartofseries | 09-21 | |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | |
dc.rights.accessRights | open access | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | |
dc.subject.eciencia | EstadÃstica | |
dc.subject.other | Batch Markovian Arrival process | |
dc.subject.other | Markov Renewal process | |
dc.subject.other | Hidden Markov models | |
dc.subject.other | Identifiability problems | |
dc.title | Non-identifiability of the two state Markovian Arrival process | |
dc.type | working paper | * |
dspace.entity.type | Publication |
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