Nonidentifiability of the Two-State Markovian Arrival Process

In this paper we consider the problem of identifiability for the two-state Markovian arrival process (MAP 2 ). In particular, we show that the MAP 2 is not identifiable, providing the conditions under which two different sets of parameters induce identical stationary laws for the observable process.

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Bibliographic Details
Published in:Journal of applied probability 2010-09, Vol.47 (3), p.630-649
Main Authors: Ramírez-Cobo, Pepa, Lillo, Rosa E., Wiper, Michael P.
Format: Article
Language:English
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Summary:In this paper we consider the problem of identifiability for the two-state Markovian arrival process (MAP 2 ). In particular, we show that the MAP 2 is not identifiable, providing the conditions under which two different sets of parameters induce identical stationary laws for the observable process.
ISSN:0021-9002
1475-6072
DOI:10.1017/S0021900200006975