Estimation for discrete-time semi-Markov reward processes: analysis and inference
DOI10.1007/S11009-015-9468-1zbMATH Open1351.60116OpenAlexW2224949613MaRDI QIDQ340132FDOQ340132
Authors: Kavous Khorshidian, F. Negahdari, H. A. Mardnifard 
Publication date: 11 November 2016
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-015-9468-1
Recommendations
- Empirical estimation for discrete-time semi-Markov processes with applications in reliability
- Empirical Estimator of Stationary Distribution for Semi-Markov Processes
- Kernel estimators for semi-Markov processes
- Estimation of the stationary distribution of a semi-Markov chain
- On the weak convergence of an empirical estimator of the discrete-time semi-Markov kernel
asymptotic normalitystrong consistencydelta methoddiscrete-time semi-Markov processesempirical estimatorreward process
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Markov renewal processes, semi-Markov processes (60K15)
Cites Work
- Statistical Inference about Markov Chains
- Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
- Empirical estimation for discrete-time semi-Markov processes with applications in reliability
- Applied Semi-Markov Processes
- Markov renewal theory
- Markov Renewal Processes: Definitions and Preliminary Properties
- Asymptotic behavior of multivariate reward processes with nonlinear reward functions
- Nonparametric estimation for semi-Markov processes based on its hazard rate functions
- Nonparametric reliability estimation of semi-Markov processes
- A semi-Markov modulated interest rate model
- Semi-Markov disability insurance models
- A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION
- Reward processes with nonlinear reward functions
- Central Limit Theorem for Nonlinear Semi-Markov Reward Processes
- Prediction for reward processes
- Reward processes for semi-Markov processes: asymptotic behaviour
- ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
- A functional central limit theorem for the empirical estimator of a semi-Markov kernel
- Title not available (Why is that?)
Cited In (6)
- Estimation of the stationary distribution of a semi-Markov chain
- Exact distributions for reward functions on semi-Markov and Markov additive processes
- Title not available (Why is that?)
- A basic formula for performance gradient estimation of semi-Markov decision processes
- Title not available (Why is that?)
- The quality of life via semi Markov reward modelling
This page was built for publication: Estimation for discrete-time semi-Markov reward processes: analysis and inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q340132)
