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

DOI10.1080/10485252.2015.1009369MaRDI QIDQ5256282zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(7)

• Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
• Hitting times distribution and extreme value laws for semi-flows
• Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production
• On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
• Recurrence relations for generalized hitting times for semi-Markov processes
• Conditional failure occurrence rates for semi-Markov chains
• First hitting probabilities for semi-Markov chains and estimation

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