Optimal sequential estimation for semi-markov and markov renewal processes

DOI10.1080/03610929108830575zbMath0732.62084OpenAlexW2069002814MaRDI QIDQ3358090

Mendel Fygenson

Publication date: 1991

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830575

zbMATH Keywords

Markov renewal processessemi-Markov processesefficient estimatorsminimum variance unbiased estimatorsinverse-type sampling plans

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

Cites Work

• Unnamed Item
• Unnamed Item
• Nonparametric inference for a class of semi-Markov processes with censored observations
• Bayes estimation from a Markov renewal process
• Efficient estimation of transition probabilities in a Markov chain
• Estimation of the transition distributions of a Markov renewal process
• Nonparametric estimation based on censored observations of a Markov renewal process
• Unbiased Sequential Estimation for Binomial Populations
• A Semi-Markovian Model for Predator-Prey Interactions
• Critique of probabilistic models: Application of the Semi‐Markov model to migration
• Markov Renewal Processes: Definitions and Preliminary Properties
• The Efficiency of Sequential Estimates and Wald's Equation for Sequential Processes
• Unbiased Estimates for Certain Binomial Sampling Problems with Applications
• On the attainment of the Cramer-Rao lower bound

This page was built for publication: Optimal sequential estimation for semi-markov and markov renewal processes