Non-identifiability of the two state Markovian Arrival process

e-Archivo Repository

Show simple item record

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 2009-11-12T10:35:13Z
dc.date.available 2009-11-12T10:35:13Z
dc.date.issued 2009-11
dc.identifier.uri http://hdl.handle.net/10016/5707
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.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.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
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 workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws097121
 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