Abstract
The present paper contains a specification of the EM algorithm in order to fit an empirical counting process, observed at discrete times, to a Markovian arrival process. The given data are the numbers of observed events in disjoint time intervals. The underlying phase process is not observable. An exact numerical procedure to compute the E and M steps is given. © Springer-Verlag Berlin Heidelberg 2010.
Cite
CITATION STYLE
Breuer, L., & Kume, A. (2010). An EM algorithm for Markovian arrival processes observed at discrete times. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 5987 LNCS, pp. 242–258). https://doi.org/10.1007/978-3-642-12104-3_19
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
