First hitting probabilities for semi-Markov chains and estimation

DOI10.1080/03610926.2015.1045080zbMATH Open1360.60162OpenAlexW2316447711MaRDI QIDQ2979005FDOQ2979005

Stylianos Georgiadis

Publication date: 2 May 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1045080

zbMATH Keywords

asymptotic propertiesabsorption probabilitysemi-Markov chainsnon-parametric estimatorfirst hitting probability

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

• Statistical Inference about Markov Chains
• Semi-Markov Replacement Chains
• Title not available (Why is that?)
• Ergodic theory for discrete semi-Markov chains
• Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
• Title not available (Why is that?)
• ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
• Semi-Markov Risk Models for Finance, Insurance and Reliability
• Limit Theorems for Markov Renewal Processes

Cited In (3)

• Conditional failure occurrence rates for semi-Markov chains
• Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production
• Markov chains with quasitoeplitz transition matrix: first zero hitting

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