Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
DOI10.1016/J.SPL.2010.08.028zbMATH Open1205.62121OpenAlexW2053309958WikidataQ104476529 ScholiaQ104476529MaRDI QIDQ625017FDOQ625017
Authors: Anton Schick, Wolfgang Wefelmeyer, Priscilla Greenwood 
Publication date: 11 February 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.028
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Cited In (7)
- Minimum divergence estimators for the Radon-Nikodym derivatives of the semi-Markov kernel
- On the consistency of a kernel estimator of the distribution density of the sojourn time in a fixed state for semi-Markov processes.
- Non standard behavior of density estimators for functions of independent observations
- On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
- Statistical inference for renewal processes
- Estimating expected sojourn times for a markov renewal process
- Burstiness descriptors for markov renewal processes and markovian arrival processes
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