The rate of occurrence of failures for semi-Markov processes and estimation

Brahim Ouhbi and Nikolaos Limnios

Statistics & Probability Letters, 2002, vol. 59, issue 3, 245-255

Abstract: This paper investigates the rate of occurrence of failures (ROCOF) of finite state semi-Markov systems. Firstly, a formula for evaluating the ROCOF for semi-Markov systems is derived. As a consequence of this result, we derive the ROCOF of Markov systems as well as the ROCOF of the alternating renewal processes and we give their asymptotic values. From the semi-Markov ROCOF formula, we propose a statistical estimator of this function. Finally, the uniform strong consistency and the asymptotic normality of this estimator are obtained.

Keywords: Rate; of; occurrence; of; failures; Semi-Markov; process; Non-parametric; estimator; Asymptotic; properties (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (10)

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