Estimating the transition probabilities from censored Markov renewal processes
type: Item
instance of: scholarly article
title: Estimating the transition probabilities from censored Markov renewal processes
zbMATH Open document ID: 0714.62072
DOI: 10.1016/0167-7152(90)90110-S
author: Michael J. Phelan
published in: Statistics \& Probability Letters
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 4176274
zbMATH Keywords: martingale estimators
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: estimating the transition probabilities
zbMATH Keywords: Markov chain
zbMATH Keywords: Markov renewal process
zbMATH Keywords: censored observations
zbMATH Keywords: Gaussian random variables
MaRDI profile type: Publication
cites work: Q5560061
cites work: Nonparametric estimation based on censored observations of a Markov renewal process
cites work: Inference from censored Markov chains with applications to multiwave panel data
cites work: The Existence and Uniqueness of Stationary Measures for Markov Renewal Processes
full work available at URL: 0167-7152(90)90110-s
OpenAlex ID: W2024537500
description: scientific article; zbMATH DE number 4176274