Discrete-Time Semi-Markov Model for Reliability and Survival Analysis

DOI10.1081/STA-200037923zbMath1089.60525MaRDI QIDQ5290387

M. Boussemart, Nikolaos Limnios, Vlad Stefan Barbu

Publication date: 28 April 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Markov renewal equation; three-state system; reliability measurements

Mathematics Subject Classification ID

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

Related Items

Robust control synthesis for discrete-time uncertain semi-Markov jump systems, Empirical estimation for discrete-time semi-Markov processes with applications in reliability, The crossing barrier of a non-homogeneous semi-Markov chain, On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel, Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process, Markov Systems in a General State Space, On the number of word occurrences in a semi-Markov sequence of letters, Asymptotic properties of words in semi-Markov sequences, Exact MLE and asymptotic properties for nonparametric semi-Markov models, Estimation for discrete-time semi-Markov reward processes: analysis and inference, A semi-Markov approach to the stock valuation problem, Single-use reliability computation of a semi-Markovian system., Performance analysis of second order semi-Markov chains: an application to wind energy production, Age-usage semi-Markov models, Maximum likelihood estimation for hidden semi-Markov models, Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles, Numerical bounds for semi-Markovian quantities and application to reliability, \(\mathcal{G}\)-inhomogeneous Markov systems of high order, Semi-Markov reliability models with recurrence times and credit rating applications, Reward algorithms for semi-Markov processes, Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk, The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes., Using semi-Markov chains to solve semi-Markov processes, ROCOF of higher order for semi-Markov processes, Estimation of stationary probability of semi-Markov chains, On the derivative counting processes of first- and second-order aggregated semi-Markov systems, Reliability and survival analysis for drifting Markov models: modeling and estimation, Nonparametric estimation of interval reliability for discrete-time semi-Markov systems, Fuzzy semi-Markov migration process in credit risk, Valuing credit default swap in a non-homogeneous semi-Markovian rating based model, Robust observer-based control for discrete-time semi-Markov jump systems with actuator saturation, Numerical solution to stochastic partial differential equation with variable repair rate, Exotic Properties of Non Homogeneous Markov and Semi-Markov Systems, On Discrete Time Semi-Markov Chains and Applications in Words Occurrences

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ergodic theory for discrete semi-Markov chains
• Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects
• Asymptotic behavior of nonhomogeneous semi-Markov systems
• Non-homogeneous semi-Markov systems and maintainability of the state sizes
• Semi-Markov Replacement Chains
• Numerical solution of non-homogeneous semi-Markov processes in transient case