On the identifiability of the two-state BMAP

e-Archivo Repository

Show simple item record

dc.contributor.author Rodríguez César, Joanna Virginia
dc.contributor.author Lillo Rodríguez, Rosa Elvira
dc.contributor.author Ramírez-Cobo, Pepa
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2012-06-12T15:37:15Z
dc.date.available 2012-06-12T15:37:15Z
dc.date.issued 2012-05
dc.identifier.uri http://hdl.handle.net/10016/14546
dc.description.abstract The capability of modeling non-exponentially distributed and dependent inter-arrival times as well as correlated batches makes the Batch Markovian Arrival Processes (BMAP) suitable in different real-life settings as teletraffic, queueing theory or actuarial contexts. An issue to be taken into account for estimation purposes is the identifiability of the process. This is an open problem concerning BMAP-related processes. This paper explores the identifiability issue of the two-state BMAP noted BMAP2(k), where k is the maximum batch arrival size. It is proven that for k = 2 the process cannot be identified, under the assumptions that both the interarrival times and batches sizes are observed. Additionally, a method to obtain an equivalent BMAP2(2) to a given one is provided.
dc.description.sponsorship Research partially supported by research grants and projects ECO2011-25706 and MTM2009-14039 (Ministerio de Ciencia e Innovación, Spain) and FQM329 (Junta de Andalucía, Spain), all with EU ERDF funds. The third author was supported by Consolider "Ingenio Mathematica" through her post-doc contract.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 12-01
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Batch Markovian Arrival Process (BMAP)
dc.subject.other Identifiability problems
dc.subject.other Hidden Markov models
dc.subject.other Redundant representations
dc.title On the identifiability of the two-state BMAP
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.relation.projectID Gobierno de España. ECO2011-25706
dc.relation.projectID Gobierno de España. MTM2009-14039
dc.type.version submitedVersion
dc.identifier.uxxi DT/0000000963
dc.identifier.repec ws120201
dc.affiliation.dpto UC3M. Departamento de Estadística
 Find Full text

Files in this item

*Click on file's image for preview. (Embargoed files's preview is not supported)

The following license files are associated with this item:

This item appears in the following Collection(s)

Show simple item record