Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes

DOI10.1016/j.jspi.2004.03.010zbMath1072.62101MaRDI QIDQ556428

Nikolaos Limnios, Amr Sadek

Publication date: 13 June 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.010

zbMATH Keywords

reliability; failure rate; Markov process; survival function; infinitesimal generator; phase distribution

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

62N02: Estimation in survival analysis and censored data

62N05: Reliability and life testing

Related Items

Estimating stochastic dynamical systems driven by a continuous-time jump Markov process, Piecewise deterministic Markov processes applied to fatigue crack growth modelling

Uses Software

• EMpht

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Quality-Adjusted Survival Estimation with Periodic Observations
• Statistical Inference about Markov Chains
• Statistical Methods in Markov Chains
• Asymptotic Statistics
• A benchmark for ph estimation algorithms: results for acyclic-ph
• ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
• The Lindeberg-Levy Theorem for Martingales
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
• Statistical models based on counting processes
• Advances in reliability
• Semi-Markov processes and reliability