An EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure

@article{Breuer2001AnEA,
  title={An EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure},
  author={Lothar Breuer},
  journal={Universit{\"a}t Trier, Mathematik/Informatik, Forschungsbericht},
  year={2001},
  volume={01-14}
}
Although the concept of Batch Markovian Arrival Processes ( BMAPs) has gained widespread use in stochastic modelling of communication sy stems and other application areas, there are few statistical methods of parameter estimation p r posed yet. However, in order to practically use BMAPs for modelling, statistical model fitt ing from empirical time series is an essential task. The present paper contains a specificatio n of the classical EM algorithm for MAPs and BMAPs as well as a performance… CONTINUE READING

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