Filtering and the EM-Algorithm for the Markovian Arrival Process

DOI10.1080/03610920701271038zbMath1130.93054OpenAlexW1973829770MaRDI QIDQ5438318

James Ledoux

Publication date: 23 January 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701271038

zbMATH Keywords

point processsoftware reliabilityqueuing theoryhidden Markov processinnovations methodZakai's filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Continuous-time Markov processes on discrete state spaces (60J27)

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