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 Analysis of the Stationary MAP2." Bayesian Anal. 12 (4) 1163 - 1194, December 2017. https://doi.org/10.1214/16-BA1026