This paper shows which statistical techniques can be used to validate simulation models, depending on which real-life data are available. Concerning this availability, three situations are distinguished (i) no data, (ii) only output data, and (iii) both input and output data. In case (i) - no...

Hidden Markov models is an extension of mixture models providing a flexible class of models exhibiting dependence and a possibly large degree of variability. In this paper the authors show how jump Markov chain Monte Carlo techniques can be used to estimate the parameters as well as the number...