Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains

DOI10.1080/10485252.2015.1009369zbMath1317.60115OpenAlexW2044282089MaRDI QIDQ5256282

Nikolaos Limnios, Irene Votsi

Publication date: 22 June 2015

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2015.1009369

zbMATH Keywords

hitting timenonparametric estimationsemi-Markov chainsdiscrete-time intensityemission probabilitieshidden Markov renewal chains

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Special processes (60K99) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Related Items (2)

Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production ⋮ Conditional failure occurrence rates for semi-Markov chains

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