Non-identifiability of the two state Markovian Arrival process

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Show simple item record Ramírez Cobo, Josefa Lillo Rodríguez, Rosa Elvira Wiper, Michael Peter
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística 2009-11-12T10:35:13Z 2009-11-12T10:35:13Z 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.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.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
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