Bayes estimation from a Markov renewal process

DOI10.1214/AOS/1176347618zbMATH Open0703.62086OpenAlexW1968750326MaRDI QIDQ916286FDOQ916286

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

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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)

Cited In (13)

• Bayesian nonparametric estimation for reinforced Markov renewal processes
• Bayesian nonparametric estimation of first passage distributions in semi-Markov processes
• Efficient Estimation for Semiparametric Semi-Markov Processes
• Statistics of renewal and Markov processes
• Association in time of a finite semi-Markov process
• Title not available (Why is that?)
• The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes.
• Bayesian estimation for a parametric Markov renewal model applied to seismic data
• Hypotheses testing and posterior concentration rates for semi-Markov processes
• Estimating the transition probabilities from censored Markov renewal processes
• Optimal sequential estimation for semi-markov and markov renewal processes
• On Bayesian nonparametric estimation for stochastic processes
• Bayesian estimation of renewal function for inverse Gaussian renewal process

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