Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.

From MaRDI portal
Publication:948826

DOI10.1007/978-0-387-73173-5zbMath1208.60001OpenAlexW4253739140MaRDI QIDQ948826

Vlad Stefan Barbu, Nikolaos Limnios

Publication date: 13 October 2008

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-73173-5



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (97)

Statistical signatures of structural organization: the case of long memory in renewal processesConfidence interval for the mean time to failure in semi-Markov models: an application to wind energy productionConditional failure occurrence rates for semi-Markov chainsOn some general survival models with delayed failuresMixed Hidden Markov Models for Longitudinal Data: An OverviewDiscrete-Time Semi-Markov Random Evolutions – Average and Diffusion Approximation of Difference Equations and Additive FunctionalsExplicit-duration hidden Markov models for quantum state estimationNew stability criteria for semi-Markov jump linear systems with time-varying delaysThe uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applicationsOn the polynomial convergence rate to nonequilibrium steady statesThe Augmented Semi-Markov System in Continuous TimeAn extended class of univariate and multivariate generalized Pólya processesEstimation of stationary probability of semi-Markov chainsFiltering hidden semi-Markov chainsA sojourn-based approach to semi-Markov reinforcement learningTesting Spatial Autocorrelation in Weighted Networks: The Modes Permutation TestOn the derivative counting processes of first- and second-order aggregated semi-Markov systemsON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTYOracle inequalities for the stochastic differential equationsAdaptive efficient estimation for generalized semi-Markov big data modelsReliable mixed \(\mathcal{H}_\infty\)/passive control for T-S fuzzy delayed systems based on a semi-Markov jump model approachOn the asymptotic properties of some kernel estimators for continuous-time semi-Markov processesA general shock model for modelling coupled lives and its application to life insuranceReliable dissipative control for fuzzy singular semi-Markovian jump systems with mode-dependent delays and randomly occuring uncertaintiesQuantile hidden semi-Markov models for multivariate time seriesA new class of multivariate counting processes and its characterizationPoisson generalized gamma process and its propertiesExchangeably weighted bootstraps of empirical estimators of a semi-Markov kernelHidden Markov models revealing the stress field underlying the earthquake generationCharacterization of the Generalized Pólya Process and its ApplicationsReliability and survival analysis for drifting Markov models: modeling and estimationRobust observer-based control for discrete-time semi-Markov jump systems with actuator saturationA new class of marginally regular multivariate counting processes generated by the mixture of multivariate Poisson processesCompeting risks modeling by extended phase-type semi-Markov distributionsOn general bootstrap of empirical estimator of a semi-Markov kernel with applicationsReliability measures of semi-Markov systems with general state spaceHypothesis testing for panels of semi-Markov processes with parametric sojourn time distributionsAnti‐disturbance resilient tracking control for semi‐Markov jumping systemsWind speed modeled as an indexed semi‐Markov processStep semi-Markov models and application to manpower managementState space splitting of a finite markov process and some discussions on related counting processesEstimating the positive and negative jumps of asset returns via Kalman filtering. The case of Nasdaq indexOn the existence and uniqueness of solution of MRE and applicationsOn properties of the phase-type mixed Poisson process and its applications to reliability shock modelingConsistency of the Hill Estimator for Time Series Observed with Measurement ErrorsInhomogeneous hidden semi-Markov models for incompletely observed point processesEarthquakes occurrences estimation through a parametric semi-Markov approachFirst hitting probabilities for semi-Markov chains and estimationAsymptotic stability in distribution of stochastic systems with semi-Markovian switchingA semi-Markov approach to the stock valuation problemApplication of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, GreeceMaximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependenceSliding mode control for T-S fuzzy singular semi-Markovian jump systemOn a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applicationsSingle-use reliability computation of a semi-Markovian system.Bayesian Networks in Reliability Modeling and Assessment of Multi-state SystemsA hidden Markov model based on superposition of two restoration processesStaircase patterns in words: subsequences, subwords, and separation numberHypotheses testing and posterior concentration rates for semi-Markov processesDiscrete-Time Semi-Markov Random Evolutions and their ApplicationsConvergence of the Euler-Maruyama method for CIR model with Markovian switchingSubdiffusive discrete time random walks via Monte Carlo and subordinationBivariate Semi-Markov Process for Counterparty Credit RiskResearch and optimization of semi-Markov queueing modelsUnnamed ItemFinite‐Time H Filtering for Nonlinear Continuous‐Time Singular Semi‐Markov Jump SystemsOn discrete-time semi-Markov processesUnsupervised segmentation of new semi-Markov chains hidden with long dependence noiseExact MLE and asymptotic properties for nonparametric semi-Markov modelsGraph theory-based adaptive intermittent synchronization for stochastic delayed complex networks with semi-Markov jumpNumerical approximation of probability mass functions via the inverse discrete Fourier transformVariable length memory chains: characterization of stationary probability measuresReliable mixed passive and ℋ∞ filtering for semi-Markov jump systems with randomly occurring uncertainties and sensor failuresThe semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes.Recurrence of multidimensional persistent random walks. Fourier and series criteriaThe dynamic chain event graphOn the transient behaviour of fractional \(M/M/\infty\) queuesAperiodically intermittent control for synchronization of stochastic coupled networks with semi-Markovian jump and time delaysUsing semi-Markov chains to solve semi-Markov processesRobust adaptive efficient estimation for semi-Markov nonparametric regression modelsWeb Markov skeleton processes and their applicationsLarge Deviation Results for Wave Governed Random Motions Driven by Semi-Markov ProcessesOn discrete time Prabhakar-generalized fractional Poisson processes and related stochastic dynamicsNonparametric estimation of interval reliability for discrete-time semi-Markov systemsHidden Markov models in reliability and maintenanceResilient estimation for T-S fuzzy descriptor systems with semi-Markov jumps and time-varying delayFinite-time \(H_{\infty}\) control for T-S fuzzy descriptor semi-Markov jump systems via static output feedbackViterbi algorithms for Hidden semi-Markov Models with application to DNA AnalysisTwo sample tests for semi-Markov processes with parametric sojourn time distributions: an application in sensory analysisEstimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chainsData-driven dynamic treatment planning for chronic diseasesSome Results on Modeling Biological Sequences and Web Navigation with a Semi Markov ChainOn the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov KernelAsymptotic properties of words in semi-Markov sequencesNonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov ProcessMarkov models for duration-dependent transitions: selecting the states using duration values or duration intervals?Research of Optimum Strategy for Semi-Markov Queueing Models at Control of CBSMAP-Flow. Algorithmization




This page was built for publication: Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.