Pages that link to "Item:Q1360377"
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The following pages link to Empirical estimators for semi-Markov processes (Q1360377):
Displaying 17 items.
- Nonparametric estimation of some important indicators in reliability for semi-Markov processes (Q713719) (← links)
- Optimality properties of empirical estimators for multivariate point processes (Q1328349) (← links)
- Nonparametric estimators for Markov step processes (Q1336983) (← links)
- Smoothed nonparametric estimation in window censored semi-Markov processes (Q1772670) (← links)
- Variance of statistical parameter estimates of a semi-Markov process with a finite state space (Q1897988) (← links)
- The scaling limits of a heavy tailed Markov renewal process (Q1951507) (← links)
- Nonparametric estimation of interval reliability for discrete-time semi-Markov systems (Q2323147) (← links)
- Bayesian nonparametric estimation for reinforced Markov renewal processes (Q2475287) (← links)
- Estimation in stationary Markov renewal processes, with application to earthquake forecasting in Turkey (Q2487763) (← links)
- Estimation of the stationary distribution of semi-Markov processes with Borel state space (Q2497817) (← links)
- Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes (Q2784047) (← links)
- Efficient Estimation for Semiparametric Semi-Markov Processes (Q3155269) (← links)
- Empirical Estimator of Stationary Distribution for Semi-Markov Processes (Q4681060) (← links)
- On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel (Q5261012) (← links)
- Empirical estimation for discrete-time semi-Markov processes with applications in reliability (Q5297089) (← links)
- Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations (Q5430594) (← links)
- Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space (Q5494951) (← links)
