Estimation of the transition distributions of a Markov renewal process

DOI10.1007/BF02911654zbMath0196.19103OpenAlexW2005661683MaRDI QIDQ2539514

Erin H. Moore, Ronald Pyke

Publication date: 1968

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02911654

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Transition functions, generators and resolvents (60J35)

Related Items (27)

Efficient Estimation for Semiparametric Semi-Markov Processes ⋮ On the entropy for semi-Markov processes ⋮ A functional central limit theorem for the empirical estimator of a semi-Markov kernel ⋮ Maximum likelihood estimation for generalized semi-Markov processes ⋮ Lifetesting and estimation with arbitrary distribution function ⋮ On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes ⋮ Estimation of the expected number of earthquake occurrences based on semi-Markov models ⋮ Hypothesis testing for panels of semi-Markov processes with parametric sojourn time distributions ⋮ Critique of probabilistic models: Application of the Semi‐Markov model to migration ⋮ Semi-Markov modelling for multi-state systems ⋮ A semi-Markov model for survival data with covariates ⋮ Empirical estimation for discrete-time semi-Markov processes with applications in reliability ⋮ Bayesian nonparametric estimation for reinforced Markov renewal processes ⋮ Minimum divergence estimators for the Radon–Nikodym derivatives of the semi-Markov kernel ⋮ A \(\chi^2\) goodness-of-fit test for Markov renewal processes ⋮ Nonparametric estimation of some important indicators in reliability for semi-Markov processes ⋮ Estimation of the stationary distribution of semi-Markov processes with Borel state space ⋮ Semi-Markov processes and their applications ⋮ Empirical Estimator of Stationary Distribution for Semi-Markov Processes ⋮ Optimal sequential estimation for semi-markov and markov renewal processes ⋮ Some techniques in building and validating stochastic models of human reproduction ⋮ Maximum spacing estimation for continuous time Markov chains and semi-Markov processes ⋮ Nonparametric estimation of interval reliability for discrete-time semi-Markov systems ⋮ Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space ⋮ Econometric duration analysis ⋮ On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel ⋮ A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the limiting distributions in Markov renewal processes with finitely many states
• SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• On the Estimation of Parameters Restricted by Inequalities
• Statistical Methods in Markov Chains
• Maximum Likelihood Estimation for Distributions with Monotone Failure Rate
• Limit Theorems for Markov Renewal Processes
• A limit theorem on $(J,\,X)$-processes
• Markov Renewal Processes: Definitions and Preliminary Properties
• Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process

This page was built for publication: Estimation of the transition distributions of a Markov renewal process