%0 Journal Article 
%A Ramírez Cobo, Josefa
%A Lillo, R.E.
%A Wiper, M.P.
%T Bayesian analysis of the stationary MAP2
%D 2017
%@ 1931-6690

%U http://hdl.handle.net/10498/36617
%X In this article we describe a method for carrying out Bayesian estimation for the two-state stationary Markov arrival process (MAP2), 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 MAP2 is compared against that of the well-known MMPP2. As an extension of the method,
we estimate the queue length and virtual waiting time distributions of a stationary MAP2/G/1 queueing system, a matrix generalization of the M/G/1 queue
that allows for dependent inter-arrival times. Our procedure is illustrated with
applications in Internet traffic analysis.
%K phase-type distributions
%K Markov modulated Poisson process (MMPP)
%K Identifiability
%K canonical representation
%K Gibbs sampler
%K steady-state distributions
%~ Universidad de Cádiz