ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS

DOI10.1081/STA-120014916zbMath1075.62609MaRDI QIDQ4449082

Amr Sadek, Nikolaos Limnios

Publication date: 4 February 2004

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

zbMATH Keywords

Markov chainReliabilityAsymptotic propertiesFailure ratesEstimatorsAvailability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

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Cites Work

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• Statistical inference for finite Markov chains based on divergences
• Statistical Methods in Markov Chains
• Approximation Theorems of Mathematical Statistics
• General Irreducible Markov Chains and Non-Negative Operators
• Properties of Probability Distributions with Monotone Hazard Rate