Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
type: Item
instance of: scholarly article
title: Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
zbMATH Open document ID: 1072.62101
author: Amr Sadek
author: N. Limnios
published in: Journal of Statistical Planning and Inference
publication date: 2005-06-13T00:00:00Z
review text: The maximum likelihood estimator of the infinitesimal generator for a finite state continuous time Markov processes is indicated and its asymptotics discussed. Extension of these results leads to asymptotics for the estimators of the transition matrix and of reliability/survival, availability and failure rate functions. Confidence intervals for the proposed estimators are given. A numerical example illustrates the results.
reviewed by: Radu Theodorescu
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62N02
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 2175366
zbMATH Keywords: Markov process
zbMATH Keywords: infinitesimal generator
zbMATH Keywords: phase distribution
zbMATH Keywords: reliability
zbMATH Keywords: survival function
zbMATH Keywords: failure rate
describes a project that uses: EMpht
MaRDI profile type: Publication
full work available at URL: j.jspi.2004.03.010
OpenAlex ID: W2057117959
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DOI: 10.1016/J.JSPI.2004.03.010
description: scientific article; zbMATH DE number 2175366