Estimation of transition probabilities and bootstrap in a semiparametric markov renewal model

DOI10.1080/10485259508832646zbMATH Open1126.62356OpenAlexW1975780035MaRDI QIDQ5690643FDOQ5690643

Authors: Dorota M. Dabrowska 

Publication date: 7 January 1997

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

Full work available at URL: https://doi.org/10.1080/10485259508832646

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)

Cited In (7)

• The Cox Regression Model for Claims Data m Non-Life Insurance
• Flexible nonhomogeneous Markov models for panel observed data
• Asymptotic theory for the Cox semi-Markov illness-death model
• Nonparametric estimation of transition probabilities in a two-stage duration model
• Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations
• Estimation in a model for a semi-Markov process with covariates under right-censoring
• Estimating the inter-occurrence time distribution from superposed renewal processes

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