Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
DOI10.1016/J.JSPI.2004.03.010zbMATH Open1072.62101OpenAlexW2057117959MaRDI QIDQ556428FDOQ556428
Authors: Amr Sadek, N. Limnios 
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
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Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)
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Cited In (16)
- An expectation maximization algorithm to model failure times by continuous-time Markov chains
- ROCOF of higher order for semi-Markov processes
- Calculation of reliability function and remaining useful life for a Markov failure time process
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process
- Optimal investment-disinvestment choices in health-dependent variable annuity
- Large deviations for empirical estimators of the stationary distribution of a semi-Markov process with finite state space
- Nonparametric estimation of some important indicators in reliability for semi-Markov processes
- A method for estimating the parameters of reliability models
- ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
- Nonparametric estimation of the joint distribution of survival time and mark variables
- The continuous-time hidden Markov model based on discretization. Properties of estimators and applications
- Reliability and survival analysis for drifting Markov models: modeling and estimation
- Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits
- Piecewise deterministic Markov processes applied to fatigue crack growth modelling
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings
- Nonparametric reliability estimation of semi-Markov processes
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