Strong consistency of kernel density estimates for Markov chains failure rates
From MaRDI portal
Publication:946282
DOI10.1007/s11203-006-9003-7zbMath1284.62247MaRDI QIDQ946282
C. R. Gonçalves, Gregorio S. Atuncar, Chang Chung Yu Dorea
Publication date: 22 September 2008
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-006-9003-7
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62M05: Markov processes: estimation; hidden Markov models
60J05: Discrete-time Markov processes on general state spaces
62N05: Reliability and life testing
Related Items
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes, Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation, Structural estimation of switching costs for peaking power plants
Cites Work
- Unnamed Item
- Unnamed Item
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
- Hazard rate estimation under dependence conditions
- Kernel estimation for stationary density of Markov chains with general state space
- Strongly ergodic behavior for non-stationary Markov processes
- ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
- Kernel density estimation: The general case