Maximum likelihood estimation in the two-state Markovian arrival process

2014/01/14 by Emilio Carrizosa, Carrizosa, Emilio, Pepa Ramírez‐Cobo +1
Business, Management and Accounting · Decision Sciences · Engineering · #Advanced Queuing Theory Analysis #Computation (stat.CO) #FOS: Computer and information sciences #Probability and Risk Models #Reliability and Maintenance Optimization

paper · pdf · doi:10.48550/arxiv.1401.3105

openalex publication_date 2014/01/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The Markovian arrival process (MAP) has proven a versatile model for fitting dependent and non-exponential interarrival times, with a number of applications to queueing, teletraffic, reliability or finance. Despite theoretical properties of MAPs and models involving MAPs are well studied, their estimation remains less explored. This paper examines maximum likelihood estimation of the second-order MAP using a recently obtained parameterization of the two-state MAPs.

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