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

DOI10.1016/J.JSPI.2004.03.010MaRDI QIDQ556428zbMATH OpenOpenAlexFDO

Authors Amr Sadek, N. Limnios

Publication date 13 June 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.03.010

zbMATH Keywords

reliabilityMarkov processsurvival functionfailure rateinfinitesimal generatorphase distribution

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

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Cited in

(16)

• Estimating stochastic dynamical systems driven by a continuous-time jump Markov process
• A method for estimating the parameters of reliability models
• Reliability and survival analysis for drifting Markov models: modeling and estimation
• Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings
• An expectation maximization algorithm to model failure times by continuous-time Markov chains
• Nonparametric estimation of the joint distribution of survival time and mark variables
• Optimal investment-disinvestment choices in health-dependent variable annuity
• Large deviations for empirical estimators of the stationary distribution of a semi-Markov process with finite state space
• ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
• Calculation of reliability function and remaining useful life for a Markov failure time process
• Nonparametric estimation of some important indicators in reliability for semi-Markov processes
• Piecewise deterministic Markov processes applied to fatigue crack growth modelling
• ROCOF of higher order for semi-Markov processes
• Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits
• The continuous-time hidden Markov model based on discretization. Properties of estimators and applications
• Nonparametric reliability estimation of semi-Markov processes

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