Strong consistency of kernel density estimates for Markov chains failure rates

DOI10.1007/S11203-006-9003-7MaRDI QIDQ946282zbMATH OpenOpenAlexFDO

Authors C. R. Gonçalves, G. S. Atuncar, Chang C. Y. 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

zbMATH Keywords

kernel density estimatorsfailure rates for Markov chain

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• scientific article; zbMATH DE number 17219 (Why is no real title available?)
• ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
• Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
• Hazard rate estimation under dependence conditions
• Kernel density estimation: The general case
• Kernel estimation for real-valued Markov chains
• Kernel estimation for stationary density of Markov chains with general state space
• Strongly ergodic behavior for non-stationary Markov processes

Cited in

(6)

• Strong consistency of kernel estimators for Markov transition densities
• Kernel estimation for stationary density of Markov chains with general state space
• ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
• Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation
• On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes
• Structural estimation of switching costs for peaking power plants

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