Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions

Brahim Ouhbi and Nikolaos Limnios

Statistical Inference for Stochastic Processes, 1999, vol. 2, issue 2, 173 pages

Keywords: semi-Markov process; maximum likelihood estimator; transition rate; semi-Markov kernel; Markov renewal matrix; semi-Markov transition matrix; asymptotic properties (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (17)

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DOI: 10.1023/A:1009946129290

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