An EM Algorithm for Markovian Arrival Processes Observed at Discrete Times
نویسندگان
چکیده
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.
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