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Non-identifiability of the two state Markovian Arrival process

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorRamírez Cobo, Josefa
dc.contributor.authorLillo Rodríguez, Rosa Elvira
dc.contributor.authorWiper, Michael Peter
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned2009-11-12T10:35:13Z
dc.date.available2009-11-12T10:35:13Z
dc.date.issued2009-11
dc.description.abstractIn 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.mimetypeapplication/pdf
dc.identifier.repecws097121
dc.identifier.urihttps://hdl.handle.net/10016/5707
dc.identifier.uxxiDT/0000001846
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries09-21
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherBatch Markovian Arrival process
dc.subject.otherMarkov Renewal process
dc.subject.otherHidden Markov models
dc.subject.otherIdentifiability problems
dc.titleNon-identifiability of the two state Markovian Arrival process
dc.typeworking paper*
dspace.entity.typePublication
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