Bayes estimation from a Markov renewal process

DOI10.1214/AOS/1176347618MaRDI QIDQ916286zbMATH OpenOpenAlexFDO

Authors Michael J. Phelan

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

zbMATH Keywords

Markov renewal processBayes nonparametric estimationconjugate class of a priori distributionsDirichlet family of distributionsparameter space of semi-Markov transition distributionsposterior lawrandom cumulative hazard functionsrandom Markov matricesBeta family of Lévy processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Statistical decision theory (62C99) Markov renewal processes, semi-Markov processes (60K15)

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• Statistics of renewal and Markov processes
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• Bayesian estimation of renewal function for inverse Gaussian renewal process
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