Bayes estimation from a Markov renewal process

DOI10.1214/AOS/1176347618zbMath0703.62086OpenAlexW1968750326MaRDI QIDQ916286

Michael J. Phelan

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347618

zbMATH Keywords

Markov renewal processBayes nonparametric estimationBeta family of Lévy processesconjugate class of a priori distributionsDirichlet family of distributionsparameter space of semi-Markov transition distributionsposterior lawrandom cumulative hazard functionsrandom Markov matrices

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Statistical decision theory (62C99) Markov renewal processes, semi-Markov processes (60K15)

Related Items (6)

Efficient Estimation for Semiparametric Semi-Markov Processes ⋮ Association in time of a finite semi-Markov process ⋮ Hypotheses testing and posterior concentration rates for semi-Markov processes ⋮ Bayesian nonparametric estimation for reinforced Markov renewal processes ⋮ Optimal sequential estimation for semi-markov and markov renewal processes ⋮ The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes.

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