On identifiability of MAP processes
AbstractTwo 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws084613.
Date of creation: Sep 2008
Date of revision:
Contact details of provider:
Postal: C/ Madrid, 126 - 28903 GETAFE (MADRID)
Web page: http://www.uc3m.es/uc3m/dpto/DEE/departamento.html
More information through EDIRC
Batch Markovian Arrival process; Hidden Markov models; Identifiability problems;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-21 (All new papers)
- NEP-ECM-2008-10-21 (Econometrics)
- NEP-ETS-2008-10-21 (Econometric Time Series)
You can help add them by filling out this form.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.