Estimation for renewal processes with unobservable gamma or Erlang interarrival times

DOI10.1016/S0378-3758(96)00176-0zbMath0872.62081MaRDI QIDQ1362184

U. Narayan Bhat, Gregory K. Miller

Publication date: 13 October 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

renewal processperiodic inspectionnumber of renewalsErlang interarrivalsexcess lifeexcess life timesFisher's information measuregamma interarrival timesunobservable interarrival times

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (5)

Unnamed Item ⋮ Maximum likelihood estimation for the Erlang integer parameter ⋮ Statistical Inference for Renewal Processes ⋮ Information geodesics for gamma models of communication clustering ⋮ Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions

Cites Work

• Statistical analysis of counting processes
• Integer-parameter estimation in discrete distributions
• The maximum likelihood estimators of the parameters of the gamma distribution are always positively biased
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