| Publication | Date of Publication | Type |
|---|
A unified approach for hitting time of jump Markov type processes
Methodology and Computing in Applied Probability | 2024-10-16 | Paper |
The continuous-time hidden Markov model based on discretization. Properties of estimators and applications
Statistical Inference for Stochastic Processes | 2024-02-06 | Paper |
A semi-Markov model with geometric renewal processes
Methodology and Computing in Applied Probability | 2023-12-11 | Paper |
Discrete-Time Semi-Markov Random Evolutions and Their Applications
Probability and Its Applications | 2023-10-09 | Paper |
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
Journal of Nonparametric Statistics | 2022-11-23 | Paper |
Hidden Markov models in reliability and maintenance
European Journal of Operational Research | 2022-09-29 | Paper |
Asymptotic properties of words in semi-Markov sequences
International Journal of Biomathematics | 2022-06-10 | Paper |
Competing risks modeling by extended phase-type semi-Markov distributions
Methodology and Computing in Applied Probability | 2022-06-03 | Paper |
Estimation of stationary probability of semi-Markov chains
Statistical Inference for Stochastic Processes | 2022-06-01 | Paper |
Applied Probability
| 2022-04-06 | Paper |
Correction to: ``Using semi-Markov chains to solve semi-Markov processes
Methodology and Computing in Applied Probability | 2022-01-07 | Paper |
Using semi-Markov chains to solve semi-Markov processes
Methodology and Computing in Applied Probability | 2022-01-07 | Paper |
Hypotheses testing and posterior concentration rates for semi-Markov processes
Statistical Inference for Stochastic Processes | 2021-11-11 | Paper |
Diffusion approximation of branching processes in semi-Markov environment
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece
Journal of Applied Statistics | 2020-12-04 | Paper |
Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
Journal of Statistical Theory and Practice | 2020-07-07 | Paper |
Nonparametric estimation of interval reliability for discrete-time semi-Markov systems
Journal of Statistical Theory and Practice | 2019-08-30 | Paper |
Earthquake Statistical Analysis through Multi‐state Modeling
| 2019-08-06 | Paper |
Diffusion approximation of near critical branching processes in fixed and random environment
Stochastic Models | 2019-07-03 | Paper |
Reliability of semi-Markov systems with asymptotic merging phase space
Mathematical and Statistical Models and Methods in Reliability | 2018-12-18 | Paper |
The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
Theory of Probability and Mathematical Statistics | 2018-10-10 | Paper |
Hidden Markov models revealing the stress field underlying the earthquake generation
Physica A | 2018-09-11 | Paper |
Applied Probability
| 2018-08-28 | Paper |
On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
Journal of Nonparametric Statistics | 2018-04-10 | Paper |
On the existence and uniqueness of solution of MRE and applications
Methodology and Computing in Applied Probability | 2018-02-02 | Paper |
scientific article; zbMATH DE number 6736765 (Why is no real title available?)
| 2017-06-29 | Paper |
Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2016-06-08 | Paper |
Probabilities. Stochastic processes and applications
| 2015-11-26 | Paper |
Poisson approximation of processes with locally independent increments and Markov switching
Theory of Probability and Mathematical Statistics | 2015-09-08 | Paper |
Viterbi algorithms for hidden semi-Markov models with application to DNA analysis
RAIRO - Operations Research | 2015-08-14 | Paper |
Nonparametric estimation of the stationary distribution of a discrete-time semi-Markov process
Communications in Statistics: Theory and Methods | 2015-07-29 | Paper |
scientific article; zbMATH DE number 6458382 (Why is no real title available?)
| 2015-07-13 | Paper |
On the weak convergence of an empirical estimator of the discrete-time semi-Markov kernel
Applications of Mathematics and Informatics in Military Science | 2015-07-01 | Paper |
Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
Journal of Nonparametric Statistics | 2015-06-22 | Paper |
Interval reliability, corrections and developments of ``Reliability measures of semi-Markov systems with general state space
Methodology and Computing in Applied Probability | 2014-12-05 | Paper |
Probability and introduction to statistics. Course and corrected exercises. Bachelor 3. Schools of engineering, CAPES and ``Agrégation mathématiques examinations
| 2014-06-25 | Paper |
Hidden semi-Markov modeling for the estimation of earthquake occurrence rates
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence
Journal of Mathematical Sciences (New York) | 2014-06-06 | Paper |
Filtering hidden semi-Markov chains
Statistics & Probability Letters | 2014-02-11 | Paper |
On general bootstrap of empirical estimator of a semi-Markov kernel with applications
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-10-18 | Paper |
Discrete-time semi-Markov random evolutions and their applications
Advances in Applied Probability | 2013-04-11 | Paper |
Estimation of the expected number of earthquake occurrences based on semi-Markov models
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Reliability measures of semi-Markov systems with general state space
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Nonparametric estimation of some important indicators in reliability for semi-Markov processes
Statistical Methodology | 2012-10-19 | Paper |
Lévy approximation of impulsive recurrent process with semi-Markov switching
Theory of Stochastic Processes | 2012-07-16 | Paper |
Discrete-time semi-Markov random evolutions -- average and diffusion approximation of difference equations and additive functionals
Communications in Statistics. Theory and Methods | 2012-06-08 | Paper |
Exact MLE and asymptotic properties for nonparametric semi-Markov models
Journal of Nonparametric Statistics | 2011-12-21 | Paper |
Poisson approximation of impulsive recurrent process with semi-Markov switching
Stochastic Analysis and Applications | 2011-10-21 | Paper |
Exact MLE and asymptotic properties for nonparametric semi-Markov models
Journal of Nonparametric Statistics | 2011-09-01 | Paper |
Lévy approximation of an impulse recurrent process with Markov switching
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
Poisson approximation of processes with locally independent increments with Markov switching
| 2011-02-22 | Paper |
Applied nonparametric statistics in reliability
Springer Series in Reliability Engineering | 2010-11-18 | Paper |
Some algebraic methods in semi-Markov chains
| 2010-09-02 | Paper |
Occupation measure functionals in merging phase space
Stochastics | 2010-08-19 | Paper |
An EM and a stochastic version of the EM algorithm for nonparametric hidden semi-Markov models
Communications in Statistics. Simulation and Computation | 2010-03-22 | Paper |
Introduction to stochastic models.
| 2009-10-22 | Paper |
On Discrete Time Semi-Markov Chains and Applications in Words Occurrences
Communications in Statistics: Theory and Methods | 2009-06-25 | Paper |
Queuing systems with semi-Markov flow in average and diffusion approximation schemes
Methodology and Computing in Applied Probability | 2009-06-16 | Paper |
Variance estimation in the central limit theorem for Markov chains
Journal of Statistical Planning and Inference | 2009-04-30 | Paper |
First integrals in the diffusion approximation scheme
Applied Mathematics Letters | 2008-12-10 | Paper |
Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
Lecture Notes in Statistics | 2008-10-13 | Paper |
A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
Statistics & Probability Letters | 2008-09-17 | Paper |
Diffusion approximation algorithms in merging phase space
| 2007-12-16 | Paper |
Fluctuation of stochastic systems with average equilibrium point
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-11-23 | Paper |
Empirical estimation for discrete-time semi-Markov processes with applications in reliability
Journal of Nonparametric Statistics | 2007-07-18 | Paper |
Stochastic models
| 2007-06-14 | Paper |
Estimating stochastic dynamical systems driven by a continuous-time jump Markov process
Methodology and Computing in Applied Probability | 2007-01-29 | Paper |
Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles
Bernoulli | 2006-11-06 | Paper |
Estimation of the stationary distribution of semi-Markov processes with Borel state space
Statistics & Probability Letters | 2006-08-04 | Paper |
Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
Ukrainian Mathematical Journal | 2006-07-20 | Paper |
Poisson Approximation of Increment Processes with Markov Switching
Theory of Probability & Its Applications | 2006-06-09 | Paper |
Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
Communications in Statistics: Theory and Methods | 2006-04-28 | Paper |
Stochastic systems in merging phase space.
| 2006-03-20 | Paper |
Maximum likelihood estimation for hidden semi-Markov models
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-03-20 | Paper |
scientific article; zbMATH DE number 2208902 (Why is no real title available?)
| 2005-09-27 | Paper |
Empirical Estimator of Stationary Distribution for Semi-Markov Processes
Communications in Statistics: Theory and Methods | 2005-06-14 | Paper |
Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
Journal of Statistical Planning and Inference | 2005-06-13 | Paper |
Hoeffding's Inequality for Stopped Martingales and Semi-Markov Processes
Communications in Statistics: Theory and Methods | 2005-05-23 | Paper |
scientific article; zbMATH DE number 2163713 (Why is no real title available?)
| 2005-05-03 | Paper |
scientific article; zbMATH DE number 2163516 (Why is no real title available?)
| 2005-04-29 | Paper |
Lévy Approximation of Increment Processes with Markov Switching
Stochastics and Stochastic Reports | 2005-02-28 | Paper |
Markov Decision Processes with Asymptotic Average Failure Rate Constraint
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Entropy Rate and Maximum Entropy Methods for Countable Semi-Markov Chains
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Semi-Markov Random Walk in Poisson Approximation Scheme
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
A functional central limit theorem for the empirical estimator of a semi-Markov kernel
Journal of Nonparametric Statistics | 2004-09-27 | Paper |
On the entropy for semi-Markov processes
Journal of Applied Probability | 2004-09-27 | Paper |
Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme
Computers & Mathematics with Applications | 2004-08-06 | Paper |
Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space
The Annals of Applied Probability | 2004-06-10 | Paper |
ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
Communications in Statistics: Theory and Methods | 2004-02-04 | Paper |
scientific article; zbMATH DE number 1995714 (Why is no real title available?)
| 2003-10-22 | Paper |
scientific article; zbMATH DE number 1959511 (Why is no real title available?)
| 2003-08-05 | Paper |
The rate of occurrence of failures for semi-Markov processes and estimation
Statistics & Probability Letters | 2003-05-07 | Paper |
Nonparametric reliability estimation of semi-Markov processes
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
Markov decision processes with a constraint on the asymptotic failure rate
Methodology and Computing in Applied Probability | 2002-08-20 | Paper |
scientific article; zbMATH DE number 1774269 (Why is no real title available?)
| 2002-07-31 | Paper |
Non-ergodic Markov decision processes with a constraint on the asymptotic failure rate: general class of policies
Stochastic Models | 2002-06-04 | Paper |
Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka | 2002-02-17 | Paper |
V. S. Korolyuk's scientific career in questions and answers
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka | 2002-02-17 | Paper |
Semi-Markov processes and reliability
Statistics for Industry and Technology | 2001-12-17 | Paper |
scientific article; zbMATH DE number 1531979 (Why is no real title available?)
| 2001-07-25 | Paper |
scientific article; zbMATH DE number 1487759 (Why is no real title available?)
| 2001-07-03 | Paper |
A unified approach for reliability and performability evaluation of semi-Markov systems
Applied Stochastic Models in Business and Industry | 2001-04-25 | Paper |
Nonparametric estimation for semi-Markov processes based on its hazard rate functions
Statistical Inference for Stochastic Processes | 2001-04-08 | Paper |
scientific article; zbMATH DE number 1537446 (Why is no real title available?)
| 2000-12-01 | Paper |
scientific article; zbMATH DE number 1516533 (Why is no real title available?)
| 2000-10-11 | Paper |
scientific article; zbMATH DE number 1403120 (Why is no real title available?)
| 2000-02-15 | Paper |
scientific article; zbMATH DE number 1304824 (Why is no real title available?)
| 1999-10-17 | Paper |
Non-parametric estimation for semi-Markov kernels with application to reliability analysis
| 1999-09-15 | Paper |
Comportement asymptotique de la matrice de renouvellement markovien
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1998-02-25 | Paper |
