Non-identifiability of the two state Markovian Arrival process

Josefa Ramírez Cobo

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

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.

Keywords: Batch; Markovian; Arrival; process; Markov; Renewal; process; Hidden; Markov; models; Identifiability; problems (search for similar items in EconPapers)
Date: 2009-11
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws097121

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