Maximum Likelihood Estimation in Alternating Renewal Processes Under Window Censoring

DOI10.1080/15326340500481739zbMath1111.62067OpenAlexW1981172147MaRDI QIDQ3444693

Enrique E. Álvarez

Publication date: 4 June 2007

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340500481739

zbMATH Keywords

asymptotic efficiencyMarkov chainregenerative processalternating renewal processwindow censoring

Mathematics Subject Classification ID

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

Related Items (5)

Homogeneous discrete time alternating compound renewal process: a disability insurance application ⋮ Application of gap time analysis with flexible hazards to pulmonary exacerbations in the EPIC observational study ⋮ Fisher information in window censored renewal process data and its applications ⋮ Smoothed nonparametric estimation in window censored semi-Markov processes ⋮ Multi-Stage Semi-Markov Models for Recovery Process

Cites Work

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• Estimation and reconstruction for zero-one Markov processes
• The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process
• Nonparametric estimation in renewal processes
• Nonparametric estimation and consistency for renewal processes
• Asymptotic Statistics
• Non-parametric estimation for semi-Markov kernels with application to reliability analysis
• Applied Probability and Queues

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