Nonparametric estimation for semi-Markov processes based on its hazard rate functions
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Publication:1580839
DOI10.1023/A:1009946129290zbMath0958.62077OpenAlexW1519578564MaRDI QIDQ1580839
Brahim Ouhbi, Nikolaos Limnios
Publication date: 8 April 2001
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009946129290
maximum likelihood estimatorsemi-Markov processtransition ratesemi-Markov kernelMarkov renewal matrixsemi-Markov transition matrix
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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