Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains

DOI10.1080/10485252.2015.1009369zbMATH Open1317.60115OpenAlexW2044282089MaRDI QIDQ5256282FDOQ5256282

Authors: Irene Votsi, N. Limnios 

Publication date: 22 June 2015

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2015.1009369

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zbMATH Keywords

nonparametric estimationhitting timesemi-Markov chainsdiscrete-time intensityemission probabilitieshidden Markov renewal chains

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15) Special processes (60K99) Renewal theory (60K05)

Cites Work

• Title not available (Why is that?)
• On Discrete Time Semi-Markov Chains and Applications in Words Occurrences
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• Ergodic theory for discrete semi-Markov chains
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• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
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• Statistical Methods in Markov Chains
• Asymptotics of the maximum likelihood estimator for general hidden Markov models
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• Reliability measures of semi-Markov systems with general state space
• Maximum likelihood estimation for hidden semi-Markov models
• The rate of occurrence of failures for semi-Markov processes and estimation
• Asymptotic behavior of nonhomogeneous semi-Markov systems
• Non-homogeneous semi-Markov systems and maintainability of the state sizes
• Hidden semi-Markov modeling for the estimation of earthquake occurrence rates
• The rate of occurrence of failures
• On a free boundary problem for a class of anisotropic equations
• Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence

Cited In (7)

• Conditional failure occurrence rates for semi-Markov chains
• On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
• Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
• 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
• Hitting times distribution and extreme value laws for semi-flows
• Recurrence relations for generalized hitting times for semi-Markov processes

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