Parameter estimation for Markov modulated Poisson processes via the EM algorithm with time discretization

Author:

Deng Li,Mark Jon W.

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering

Reference14 articles.

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2. D.R. Cox, Some statistical models connected with series of events, J. Roy. Stat. Soc. B17(1955)129–164.

3. A.P. Dempster, N.M. Laird and D.B. Rubin, Maximum likelihood from incomplete data via the EM algorithm, J. Roy. Stat. Soc. 39(1977)1–38.

4. L. Deng, Notes on the E-step calculation of conditional expectation for continuous-time MMPPs, unpublished notes (1991).

5. H. Heffes, A class of data traffic processes — covariance function characterization and related queueing results, Bell Syst. Tech. J. 59(1980)897–929.

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