Non-identifiability of the two state Markovian Arrival process

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.

MoreLess

Year of publication:	2009-11
Authors:	Ramirez, Pepa ; Lillo, Rosa E. ; Wiper, Michael P.
Institutions:	Departamento de Estadistica, Universidad Carlos III de Madrid
Subject:	Batch Markovian Arrival process \| Markov Renewal process \| Hidden Markov models \| Identifiability problems

More details

Extent:	application/pdf
Series:	Statistics and Econometrics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008496373