Maximum likelihood estimation for generalized semi-Markov processes

DOI10.1007/BF01796784zbMath0842.62073MaRDI QIDQ1911472

Halim Damerdji

Publication date: 28 April 1996

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalitymaximum likelihood estimationefficiencytransition probabilitiesgeneralized semi-Markov processesdiscrete-event stochastic systemsevent distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

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• Estimation of the transition distributions of a Markov renewal process
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Statistical Methods in Markov Chains
• Continuity of Generalized Semi-Markov Processes

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