- Bayesian Anal.
- Volume 12, Number 4 (2017), 1163-1194.
Bayesian Analysis of the Stationary MAP2
In this article we describe a method for carrying out Bayesian estimation for the two-state stationary Markov arrival process (), which has been proposed as a versatile model in a number of contexts. The approach is illustrated on both simulated and real data sets, where the performance of the is compared against that of the well-known . As an extension of the method, we estimate the queue length and virtual waiting time distributions of a stationary queueing system, a matrix generalization of the queue that allows for dependent inter-arrival times. Our procedure is illustrated with applications in Internet traffic analysis.
Bayesian Anal., Volume 12, Number 4 (2017), 1163-1194.
First available in Project Euclid: 24 October 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Ramírez-Cobo, P.; Lillo, R. E.; Wiper, M. P. Bayesian Analysis of the Stationary MAP 2. Bayesian Anal. 12 (2017), no. 4, 1163--1194. doi:10.1214/16-BA1026. https://projecteuclid.org/euclid.ba/1477321094