Reliability and survival analysis for drifting Markov models: modeling and estimation

DOI10.1007/S11009-018-9682-8MaRDI QIDQ2176378zbMATHOpenAlexWikidataFDO

Authors Vlad Stefan Barbu, Nicolas Vergne

Publication date 4 May 2020

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://hal-normandie-univ.archives-ouvertes.fr/hal-02337216/file/BarbuVergne_ReliabilityDrift_R1.pdf

zbMATH Keywords

asymptotic propertiesestimationsurvival analysisreliability theorymulti-state systemsdrifting Markov chains

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in survival analysis and censored data (62N02) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Reliability, availability, maintenance, inspection in operations research (90B25) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(2)

• On the derivative counting processes of first- and second-order aggregated semi-Markov systems
• Multi-point and multi-interval bounded-covering availability measures for aggregated Markovian repairable systems

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