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Nonidentifiability of the two-state Markovian arrival process. (English) Zbl 1202.60119

Summary: We consider the problem of identifiability for the two-state Markovian arrival process (MAP\(_{2}\)). In particular, we show that the MAP\(_{2}\) is not identifiable providing the conditions under which two different sets of parameters induce identical stationary laws for the observable process.

MSC:

60J05 Discrete-time Markov processes on general state spaces
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
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