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

MaRDI QIDQ5488441zbMATH OpenFDO

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

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)

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(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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