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An EM algorithm for Batch Markovian Arrival Processes and its comparison to a simpler estimation procedure

Breuer, Lothar (2002) An EM algorithm for Batch Markovian Arrival Processes and its comparison to a simpler estimation procedure. Annals of Operations Research, 112 (1-4). pp. 123-138. ISSN 0254-5330. (doi:10.1023/A:1020981005544) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:489)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
http://dx.doi.org/10.1023/A:1020981005544

Abstract

Although the concept of Batch Markovian Arrival Processes (BMAPs) has gained widespread use in stochastic modelling of communication systems and other application areas, there are few statistical methods of parameter estimation proposed yet. However, in order to practically use BMAPs for modelling, statistical model fitting from empirical time

series is an essential task. The present paper contains a specification

of the classical EM algorithm for MAPs and BMAPs as well as a

performance comparison to the computationally simpler estimation

procedure recently proposed by Breuer and Gilbert. Furthermore, it is

shown how to adapt the latter to become an estimator for hidden Markov

models.

Item Type: Article
DOI/Identification number: 10.1023/A:1020981005544
Uncontrolled keywords: Markovian Arrival Process; EM algorithm; maximum likelihood estimation; hidden Markov models
Subjects: H Social Sciences > HA Statistics
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Judith Broom
Date Deposited: 19 Dec 2007 18:17 UTC
Last Modified: 16 Nov 2021 09:39 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/489 (The current URI for this page, for reference purposes)

University of Kent Author Information

Breuer, Lothar.

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