Bayes estimation from a Markov renewal process
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Publication:916286
DOI10.1214/aos/1176347618zbMath0703.62086MaRDI QIDQ916286
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347618
Markov renewal process; Bayes nonparametric estimation; Beta family of Lévy processes; conjugate class of a priori distributions; Dirichlet family of distributions; parameter space of semi-Markov transition distributions; posterior law; random cumulative hazard functions; random Markov matrices
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
62C99: Statistical decision theory
60K15: Markov renewal processes, semi-Markov processes
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