Exact MLE and asymptotic properties for nonparametric semi-Markov models

DOI10.1080/10485252.2011.555543zbMath1228.62102OpenAlexW2051938115MaRDI QIDQ123202

Samis Trevezas, Nikolaos Limnios, Samis Trevezas, Nikolaos Limnios

Publication date: September 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00625293/file/ExactMLE_Trevezas_Limnios.pdf

zbMATH Keywords

consistencyasymptotic normalityasymptotic efficiencynonparametric estimationmaximum-likelihood estimationbackward recurrence times

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Conditional failure occurrence rates for semi-Markov chains, On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes, Hypothesis testing for panels of semi-Markov processes with parametric sojourn time distributions, SMM, Nonparametric estimation of interval reliability for discrete-time semi-Markov systems, smmR, Two sample tests for semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis, Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process

Cites Work

• Unnamed Item
• Ergodic theory for discrete semi-Markov chains
• Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
• Multi-state models in epidemiology
• Statistical Inference about Markov Chains
• On Discrete Time Semi-Markov Chains and Applications in Words Occurrences
• Biological Sequence Analysis
• Asymptotic Statistics
• Semi-Markov Replacement Chains
• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
• Empirical estimation for discrete-time semi-Markov processes with applications in reliability
• An EM and a Stochastic Version of the EM Algorithm for Nonparametric Hidden Semi-Markov Models