Bayesian analysis of the stationary MAP\(_2\)

DOI10.1214/16-BA1026zbMath1384.62100MaRDI QIDQ1699712

Rosa Elvira Lillo, Michael P. Wiper, Pepa Ramírez-Cobo

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1477321094

zbMATH Keywords

canonical representationGibbs sampleridentifiabilityphase-type distributionssteady-state distributionsMarkov modulated Poisson process (MMPP)

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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