Non-identifiability of the two state Markovian Arrival process
AbstractIn 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.
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Bibliographic InfoPaper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws097121.
Date of creation: Nov 2009
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Batch Markovian Arrival process; Markov Renewal process; Hidden Markov models; Identifiability problems;
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