Efficient Estimation for Semiparametric Semi-Markov Processes
From MaRDI portal
Recommendations
- Optimality of estimators for misspecified semi-Markov models
- Empirical estimators for semi-Markov processes
- Inference for semiparametric models: Some questions and an answer. (With comments)
- Efficient estimation of invariant distributions of some semiparametric Markov chain models.
- Efficient estimators for functionals of Markov chains with parametric marginals.
Cites work
- A characterization of limiting distributions of regular estimates
- A limit theorem on (J,\,X)-processes
- Adaptive Estimation of the Integral of Squared Regression Derivatives
- Bayes estimation from a Markov renewal process
- Estimating the transition probabilities from censored Markov renewal processes
- Estimation of integrated squared density derivatives
- Estimation of the transition distributions of a Markov renewal process
- scientific article; zbMATH DE number 1181283 (Why is no real title available?)
- Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. I
- Local asymptotic normality and mixed normality for Markov statistical models
- Markov chains and stochastic stability
- Maximum penalized likelihood estimation. Vol. 1: Density estimation
- Non-parametric estimation for semi-Markov kernels with application to reliability analysis
- Nonparametric estimation based on censored observations of a Markov renewal process
- Nonparametric estimation for semi-Markov processes based on its hazard rate functions
- Nonparametric estimators for Markov step processes
- Nonparametric inference for a class of semi-Markov processes with censored observations
- On the estimation of the marginal density of a moving average process
- On the limiting distributions in Markov renewal processes with finitely many states
- Optimal plug-in estimators for nonparametric functional estimation
- Semi-Markov models for partially censored data
- The Existence and Uniqueness of Stationary Measures for Markov Renewal Processes
- The Integral of a Step Function Defined on a Semi-Markov Process
Cited in
(14)- On the distributions of the state sizes of closed continuous time homogeneous Markov systems
- Efficient estimation of copula-based semiparametric Markov models
- Nonparametric estimators for Markov step processes
- Empirical estimators for semi-Markov processes
- Efficient estimators for functionals of Markov chains with parametric marginals.
- On time-reversibility and estimating functions for Markov processes
- Efficient estimation of invariant distributions of some semiparametric Markov chain models.
- scientific article; zbMATH DE number 5931621 (Why is no real title available?)
- Optimal sequential estimation for semi-markov and markov renewal processes
- Optimality of estimators for misspecified semi-Markov models
- Estimation and prediction in a semi-markov model for evasive vehicle movement along a fixed path
- Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Semiparametric estimation of Markov decision processes with continuous state space
This page was built for publication: Efficient Estimation for Semiparametric Semi-Markov Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3155269)
