An application of the correlation structure of a Markov chain for the estimation of shift parameters in queueing systems

zbMATH Open1101.62069MaRDI QIDQ5488441FDOQ5488441

Authors: O. A. Voĭna, Ye. Ya. Chaplya 

Publication date: 19 September 2006

Full work available at URL: http://www.ams.org/tpms/2005-71-00/S0094-9000-05-00647-2/home.html

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zbMATH Keywords

Markov chainqueuing systemcorrelation structureshift parameterdelay of observations

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (4)

• Estimation of parameters of shift for Markov systems of service by observations of the mixed input and output flows
• Statistical estimation in hierarchical hidden Markov model
• Using hidden Markov models in estimating the parameters of hierarchical systems
• Nonparametric estimation for a compound Poisson process governed by a Markov chain

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