On identifiability of MAP processes

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dc.contributor.author Ramírez Cobo, Josefa
dc.contributor.author Lillo Rodríguez, Rosa Elvira
dc.contributor.author Wiper, Michael Peter
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2008-09-24T14:31:32Z
dc.date.available 2008-09-24T14:31:32Z
dc.date.issued 2008-09
dc.identifier.uri http://hdl.handle.net/10016/2986
dc.description.abstract Two types of transitions can be found in the Markovian Arrival process or MAP: with and without arrivals. In transient transitions the chain jumps from one state to another with no arrival; in effective transitions, a single arrival occurs. We assume that in practice, only arrival times are observed in a MAP. This leads us to define and study the Effective Markovian Arrival process or E-MAP. In this work we define identifiability of MAPs in terms of equivalence between the corresponding E-MAPs and study conditions under which two sets of parameters induce identical laws for the observable process, in the case of 2 and 3-states MAP. We illustrate and discuss our results with examples.
dc.format.mimetype application/pdf
dc.language.iso spa
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 08-13
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
dc.subject.other Hidden Markov models
dc.subject.other Identifiability problems
dc.title On identifiability of MAP processes
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws084613
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