ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS

DOI10.1081/STA-120014916zbMATH Open1075.62609MaRDI QIDQ4449082FDOQ4449082

Amr Sadek, N. Limnios

Publication date: 4 February 2004

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

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zbMATH Keywords

Markov chainAsymptotic propertiesReliabilityFailure ratesEstimatorsAvailability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• General Irreducible Markov Chains and Non-Negative Operators
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• Properties of Probability Distributions with Monotone Hazard Rate
• Statistical Methods in Markov Chains
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• Statistical inference for finite Markov chains based on divergences

Cited In (21)

• ROCOF of higher order for semi-Markov processes
• Conditional failure occurrence rates for semi-Markov chains
• Fuzzy availability assessment for a discrete time repairable multi-state series-parallel system
• Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
• Strong consistency of kernel density estimates for Markov chains failure rates
• Nonparametric estimation of some important indicators in reliability for semi-Markov processes
• A method for estimating the parameters of reliability models
• Novel advancements in the Markov chain stock model: analysis and inference
• Title not available (Why is that?)
• Approximate Bayesian estimation of reliability for multistate Markov chain
• The continuous-time hidden Markov model based on discretization. Properties of estimators and applications
• Estimation of the Entropy Rate of a Countable Markov Chain
• Hidden Markov models in reliability and maintenance
• Reliability and survival analysis for drifting Markov models: modeling and estimation
• Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production
• First hitting probabilities for semi-Markov chains and estimation
• Hidden Markov models revealing the stress field underlying the earthquake generation
• Estimation for discrete-time semi-Markov reward processes: analysis and inference
• Variance estimation in the central limit theorem for Markov chains
• Empirical estimation for discrete-time semi-Markov processes with applications in reliability
• A convergence result in the estimation of Markov chains with application to compound options

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