Empirical estimation for discrete-time semi-Markov processes with applications in reliability
From MaRDI portal
Publication:5297089
DOI10.1080/10485250701261913zbMath1117.62081OpenAlexW1993489876MaRDI QIDQ5297089
Nikolaos Limnios, Vlad Stefan Barbu
Publication date: 18 July 2007
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250701261913
reliabilityasymptotic propertiesavailabilitynonparametric estimationsemi-Markov chaindiscrete-time semi-Markov kernel
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)
Related Items (32)
Semi-Markov jump linear systems with bi-boundary sojourn time: anti-modal-asynchrony control ⋮ Estimation of stationary probability of semi-Markov chains ⋮ Stability and stabilization of a class of stochastic switching systems with lower bound of sojourn time ⋮ Estimation for discrete-time semi-Markov reward processes: analysis and inference ⋮ A novel learning-based asynchronous sliding mode control for discrete-time semi-Markov jump systems ⋮ Stabilization of discrete-time semi-Markov jump singularly perturbed systems subject to actuator saturation and partially known semi-Markov kernel information ⋮ On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes ⋮ Mean-square integral input-to-state stability of nonlinear impulsive semi-Markov jump delay systems ⋮ Robust observer-based control for discrete-time semi-Markov jump systems with actuator saturation ⋮ Stabilization of non-homogeneous hidden semi-Markov jump systems with limited sojourn-time information ⋮ Dynamic output-feedback control of linear semi-Markov jump systems with incomplete semi-Markov kernel ⋮ Wind speed modeled as an indexed semi‐Markov process ⋮ Adaptive event-triggered filtering for semi-Markov jump systems under communication constraints ⋮ Bumpless‐transfer‐based fault tolerant control for the quadcopter: Piecewise homogeneous emission probability approach ⋮ Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk ⋮ A survey on hidden Markov jump systems: asynchronous control and filtering ⋮ Robust stability on discrete-time nonhomogeneous singular semi-Markov jump systems with a polytopic method ⋮ Stability analysis and stabilization of discrete-time non-homogeneous semi-Markov jump linear systems: a polytopic approach ⋮ Analysis and synthesis for a class of stochastic switching systems against delayed mode switching: a framework of integrating mode weights ⋮ Fuzzy semi-Markov migration process in credit risk ⋮ Fuzzy availability assessment for a discrete time repairable multi-state series-parallel system ⋮ A semi-Markov approach to the stock valuation problem ⋮ Stabilization of hidden semi-Markov jump systems: emission probability approach ⋮ Copula based multivariate semi-Markov models with applications in high-frequency finance ⋮ Exact MLE and asymptotic properties for nonparametric semi-Markov models ⋮ Discrete-time fault tolerant control for semi-Markov jump systems with finite sojourn-time ⋮ Nonparametric estimation of interval reliability for discrete-time semi-Markov systems ⋮ Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space ⋮ Time-varying gain controller synthesis of piecewise homogeneous semi-Markov jump linear systems ⋮ On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel ⋮ Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process ⋮ Robust control synthesis for discrete-time uncertain semi-Markov jump systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric estimation for semi-Markov processes based on its hazard rate functions
- Nonparametric reliability estimation of semi-Markov processes
- Estimation of the transition distributions of a Markov renewal process
- Nonparametric estimation based on censored observations of a Markov renewal process
- Semi-Markov models for partially censored data
- ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
- Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
- Limit Theorems for Markov Renewal Processes
- Semi-Markov processes and reliability
- On numerical solution of the Markov renewal equation: Tight upper and lower kernel bounds
- Numerical solution of non-homogeneous semi-Markov processes in transient case
This page was built for publication: Empirical estimation for discrete-time semi-Markov processes with applications in reliability