Non‐parametric estimation for semi‐Markov kernels with application to reliability analysis

B. Ouhbi and N. Limnios

Applied Stochastic Models and Data Analysis, 1996, vol. 12, issue 4, 209-220

Abstract: The authors consider an irreducible Markov renewal process (MRP) with a finite number of states. Their aim is to derive estimators of a censored MRP with a finite number of states either in a fixed time T or in the Nth jump. The estimators given here are seen to be of the Kaplan‐Meier type. The asymptotic properties these estimators are given. The reliability of a semi‐Markov system model is examined numerically by the estimators, and a comparison is made with estimators obtained by Lagakos et al. © 1996 John Wiley & Sons, Ltd.

Date: 1996
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https://doi.org/10.1002/(SICI)1099-0747(199612)12:43.0.CO;2-T

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:12:y:1996:i:4:p:209-220

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