Lebedev, E.A. and Lukashuk, L.I. (1986) Maximum Likelihood Estimation of the Infinitesimal Matrix of a Markov Chain with Continuous Time (in Russian). Doklady Akademii Nauk Ukrainskoj SSR Serija A, 1, 12-14.

has been cited by the following article:

• TITLE: Properties of the Estimators for the Effective Bandwidth in a Generalized Markov Fluid Model

  AUTHORS: José Bavio, Beatriz Marrón

  KEYWORDS: Markov Sources, Traffic Analysis, Effective Bandwidth

  JOURNAL NAME: Open Journal of Statistics, Vol.8 No.1, February 2, 2018

  ABSTRACT: The Generalized Markov Fluid Model (GMFM), introduced in [1], is assumed for modeling sources in the network because it is versatile to describe the traffic fluctuations. In order to estimate resources allocations or in other words the channel occupation of each source, the concept of effective bandwidth proposed by Kelly [2] is used. In this paper, we present a formula for calculating the effective bandwidth, developed for the Generalized Markovian Flow model, which is of particular interest because it allows expressing said magnitude depending on the parameters of the model. We present unbiased estimators for these parameters that can be obtained from real data. The convergence and the consistency of the estimation are studied, and confidence bands are found. Illustrative calculation and performance of the proposed estimators were tested with simulated data and ideal results were obtained.