메뉴 건너뛰기




Volumn 112, Issue 1-4, 2002, Pages 123-138

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

Author keywords

EM algorithm; Hidden Markov models; Markovian Arrival Process; Maximum likelihood estimation

Indexed keywords


EID: 0036432666     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/A:1020981005544     Document Type: Conference Paper
Times cited : (69)

References (29)
  • 1
    • 0346209973 scopus 로고
    • Estimating the infinitesimal generator of a continuous time, finite state Markov process
    • A. Albert, Estimating the infinitesimal generator of a continuous time, finite state Markov process, Ann. Math. Statist. 33 (1962) 727-753.
    • (1962) Ann. Math. Statist. , vol.33 , pp. 727-753
    • Albert, A.1
  • 2
    • 0002371041 scopus 로고
    • Statistical inference about Markov chains
    • T. Anderson and L.A. Goodman, Statistical inference about Markov chains, Ann. Math. Statist. 28 (1957) 89-110.
    • (1957) Ann. Math. Statist. , vol.28 , pp. 89-110
    • Anderson, T.1    Goodman, L.A.2
  • 3
    • 0002909760 scopus 로고    scopus 로고
    • Phase-type distributions and related point processes: Fitting and recent advances
    • eds. Chakravarthy and Alfa, Lecture Notes in Pure and Applied Mathematics, (Marcel Dekker, New York)
    • S. Asmussen, Phase-type distributions and related point processes: Fitting and recent advances, in: Matrix-Analytic Methods in Stochastic Models, eds. Chakravarthy and Alfa, Lecture Notes in Pure and Applied Mathematics, Vol. 183, (Marcel Dekker, New York, 1997) pp. 137-149.
    • (1997) Matrix-Analytic Methods in Stochastic Models , vol.183 , pp. 137-149
    • Asmussen, S.1
  • 4
    • 21144481911 scopus 로고
    • Marked point processes as limits of Markovian arrival streams
    • S. Asmussen and G. Koole, Marked point processes as limits of Markovian arrival streams, J. Appl. Probab. 30(2) (1993) 365-372.
    • (1993) J. Appl. Probab. , vol.30 , Issue.2 , pp. 365-372
    • Asmussen, S.1    Koole, G.2
  • 5
    • 0030502888 scopus 로고    scopus 로고
    • Fitting phase-type distributions via the EM algorithm
    • S. Asmussen, O. Nerman and M. Olsson, Fitting phase-type distributions via the EM algorithm, Scand. J. Statist. 23(4) (1996) 419-441.
    • (1996) Scand. J. Statist. , vol.23 , Issue.4 , pp. 419-441
    • Asmussen, S.1    Nerman, O.2    Olsson, M.3
  • 8
    • 0001304763 scopus 로고
    • Characterizations of generalized hyperexponential distribution functions
    • R.F. Botta, C.M. Harris and W.G. Marchal, Characterizations of generalized hyperexponential distribution functions, Commun. Statist. Stochastic Models 3 (1987) 115-148.
    • (1987) Commun. Statist. Stochastic Models , vol.3 , pp. 115-148
    • Botta, R.F.1    Harris, C.M.2    Marchal, W.G.3
  • 10
    • 84872989459 scopus 로고    scopus 로고
    • Ph.D. thesis, University of Trier, Germany
    • L. Breuer, Spatial queues, Ph.D. thesis, University of Trier, Germany (2000).
    • (2000) Spatial Queues
    • Breuer, L.1
  • 12
    • 0002802357 scopus 로고
    • On semi-Markov processes on arbitrary spaces
    • E. Cinlar, On semi-Markov processes on arbitrary spaces, Proc. Cambridge Philos. Soc. 66 (1969) 381-392.
    • (1969) Proc. Cambridge Philos. Soc. , vol.66 , pp. 381-392
    • Cinlar, E.1
  • 13
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data via the EM algorithm. Discussion
    • A. Dempster, N. Laird and D. Rubin, Maximum likelihood from incomplete data via the EM algorithm. Discussion, J. Roy. Statist. Soc. Ser. B 39 (1977) 1-38.
    • (1977) J. Roy. Statist. Soc. Ser. B , vol.39 , pp. 1-38
    • Dempster, A.1    Laird, N.2    Rubin, D.3
  • 16
    • 0001335802 scopus 로고
    • Mixtures of exponential distributions
    • N.P. Jewell, Mixtures of exponential distributions, Ann. Statist. 10 (1982) 479-484.
    • (1982) Ann. Statist. , vol.10 , pp. 479-484
    • Jewell, N.P.1
  • 18
    • 84949755090 scopus 로고
    • New results on the single server queue with a batch Markovian arrival process
    • D.M. Lucantoni, New results on the single server queue with a batch Markovian arrival process, Commun. Statist. Stochastic Models 7(1) (1991) 1-46.
    • (1991) Commun. Statist. Stochastic Models , vol.7 , Issue.1 , pp. 1-46
    • Lucantoni, D.M.1
  • 22
    • 18244387717 scopus 로고    scopus 로고
    • The EM algorithm - An old folk-song sung to a fast new tune
    • X.-L. Meng and D. van Dyk, The EM algorithm - an old folk-song sung to a fast new tune, J. Roy. Statist. Soc. Ser. B 59(3) (1997) 511-567.
    • (1997) J. Roy. Statist. Soc. Ser. B , vol.59 , Issue.3 , pp. 511-567
    • Meng, X.-L.1    Van Dyk, D.2
  • 24
    • 0000710972 scopus 로고
    • The caudal characteristic curve of queues
    • M.F. Neuts, The caudal characteristic curve of queues, Adv. Appl. Probab. 18 (1986) 221-254.
    • (1986) Adv. Appl. Probab. , vol.18 , pp. 221-254
    • Neuts, M.F.1
  • 26
    • 0001455583 scopus 로고
    • Parameter estimation for Markov modulated Poisson processes
    • T. Ryden, Parameter estimation for Markov modulated Poisson processes, Commun. Statist. Stochastic Models 10(4) (1994) 795-829.
    • (1994) Commun. Statist. Stochastic Models , vol.10 , Issue.4 , pp. 795-829
    • Ryden, T.1
  • 27
    • 0029730756 scopus 로고    scopus 로고
    • An EM algorithm for estimation in Markov-modulated Poisson processes
    • T. Ryden, An EM algorithm for estimation in Markov-modulated Poisson processes, Comput. Statist. Data Anal. 21(4) (1996) 431-447.
    • (1996) Comput. Statist. Data Anal. , vol.21 , Issue.4 , pp. 431-447
    • Ryden, T.1
  • 28
    • 0141667843 scopus 로고    scopus 로고
    • Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes
    • T. Ryden, Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes, Commun. Statist. Stochastic Models 13(3) (1997) 417-433.
    • (1997) Commun. Statist. Stochastic Models , vol.13 , Issue.3 , pp. 417-433
    • Ryden, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.