ROCOF of higher order for semi-Markov processes (Q2101996)

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English	ROCOF of higher order for semi-Markov processes	scientific article

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scholarly article

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ROCOF of higher order for semi-Markov processes (English)

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Guglielmo D'Amico

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Filippo Petroni

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Applied Mathematics and Computation

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publication date

7 December 2022

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zbMATH Keywords

reliability

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failure

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random system

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volatility

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.amc.2022.127719

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ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS

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Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes

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Applied Semi-Markov Processes

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Perturbed Semi-Markov Type Processes II

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Recurrence relations for generalized hitting times for semi-Markov processes

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Semi-Markov processes and reliability

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An algorithmic approach to non-homogeneous semi-markov processes

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Non-homogeneous semi-Markov systems and maintainability of the state sizes

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Asymptotic behavior of nonhomogeneous semi-Markov systems

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Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II.

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Homogeneous semi-Markov reliability models for credit risk management

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An inhomogeneous semi-Markov model for the term structure of credit risk spreads

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A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION

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Semi-Markov migration process in a stochastic market in credit risk

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A Semi-Markovian Modeling of Limit Order Markets

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\( \mathcal{L}_2 - \mathcal{L}_\infty\) synchronization for singularly perturbed complex networks with semi-Markov jump topology

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Graph theory-based adaptive intermittent synchronization for stochastic delayed complex networks with semi-Markov jump

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Estimation of the expected number of earthquake occurrences based on semi-Markov models

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The reliability of an object with semi-Markov failure rate

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Estimations of parameters in a three state reliability semi-Markov model

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Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models

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

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Single-use reliability computation of a semi-Markovian system.

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Reliability assessment of multi-state phased mission system with non-repairable multi-state components

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A Direct Method to Calculate the Frequency and Duration of Failures for Large Networks

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A Moment Approach to Evaluation and Optimization of Complex System Reliability

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The rate of occurrence of failures

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The rate of occurrence of failures for semi-Markov processes and estimation

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Conditional failure occurrence rates for semi-Markov chains

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Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings

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Nonparametric estimation for semi-Markov processes based on its hazard rate functions

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Semi-Markov reliability models with recurrence times and credit rating applications

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Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application

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Copula based multivariate semi-Markov models with applications in high-frequency finance

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.AMC.2022.127719

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Sitelinks

Mathematics(1 entry)

mardi Publication:2101996

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