Fitting procedure for the two-state Batch Markov modulated Poisson process
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DOI: 10.1016/j.ejor.2019.04.018
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Cited by:
- Ramírez-Cobo, Pepa & Carrizosa, Emilio & Lillo, Rosa E., 2021. "Analysis of an aggregate loss model in a Markov renewal regime," Applied Mathematics and Computation, Elsevier, vol. 396(C).
- Yera, Yoel G. & Lillo, Rosa E. & Nielsen, Bo F. & RamÃrez-Cobo, Pepa & Ruggeri, Fabrizio, 2021. "A bivariate two-state Markov modulated Poisson process for failure modeling," Reliability Engineering and System Safety, Elsevier, vol. 208(C).
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Keywords
Stochastic processes; Markov modulated Poisson process (MMPP); Moments matching method; Teletraffic data;All these keywords.
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