Semi-Markov Modelling for Multi-State Systems

Vlad Stefan Barbu (), Alex Karagrigoriou () and Andreas Makrides ()
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Vlad Stefan Barbu: Université de Rouen
Alex Karagrigoriou: University of the Aegean
Andreas Makrides: University of Cyprus

Methodology and Computing in Applied Probability, 2017, vol. 19, issue 4, 1011-1028

Abstract: Abstract In this work we focus on multi state systems that we model by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to a general class of distributions that includes several popular reliability distributions like the exponential, Weibull, and Pareto. We obtain maximum likelihood estimators of the parameters of interest and investigate their asymptotic properties. Plug-in type estimators are furnished for various quantities related to the system under study.

Keywords: Multi-state system; Reliability theory; Survival analysis; Reliability indicators; Semi-Markov processes; Parameter estimation; 60K15; 90B25; 62N02; 62F12 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11009-016-9510-y

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