Estimating Markov-Modulated Compound Poisson Processes
Hiroyuki Okamura, Yuya Kamahara, Tadashi Dohi · 2007
This paper addresses a parameter estimation problem for Markov-modulated compound Poisson process (MMCPP) and compound Markovian arrival process (CMAP). MMCPP and CMAP are extended from Markov-modulated Poisson process (MMPP) and Markovian arrival process (MAP) by combining compound Poisson process