Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
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.
scientific article; zbMATH DE number 2175366
scientific article