Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes

DOI10.1016/J.JSPI.2004.03.010zbMath1072.62101OpenAlexW2057117959MaRDI QIDQ556428

Amr Sadek, Nikolaos Limnios

Publication date: 13 June 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.010

zbMATH Keywords

reliabilityfailure rateMarkov processsurvival functioninfinitesimal generatorphase distribution

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (8)

Estimating stochastic dynamical systems driven by a continuous-time jump Markov process ⋮ Reliability and survival analysis for drifting Markov models: modeling and estimation ⋮ Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits ⋮ The continuous-time hidden Markov model based on discretization. Properties of estimators and applications ⋮ Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings ⋮ Piecewise deterministic Markov processes applied to fatigue crack growth modelling ⋮ Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space ⋮ ROCOF of higher order for semi-Markov processes

Uses Software

• EMpht

Cites Work

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