NHPP models with Markov switching for software reliability
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Antonio Pievatolo & Fabrizio Ruggeri, 2004. "Bayesian reliability analysis of complex repairable systems," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 20(3), pages 253-264, July.
- Chib, Siddhartha, 1996. "Calculating posterior distributions and modal estimates in Markov mixture models," Journal of Econometrics, Elsevier, vol. 75(1), pages 79-97, November.
- Zhaohui Liu & Nalini Ravishanker & Bonnie K. Ray, 2005. "NHPP models for categorized software defects," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 21(6), pages 509-524, November.
- Scott S. L., 2002. "Bayesian Methods for Hidden Markov Models: Recursive Computing in the 21st Century," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 337-351, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Pievatolo, Antonio & Ruggeri, Fabrizio & Soyer, Refik, 2012. "A Bayesian hidden Markov model for imperfect debugging," Reliability Engineering and System Safety, Elsevier, vol. 103(C), pages 11-21.
- Cong Lin & Lirong Cui & David Coit & Min Lv, 2017. "An approximation method for evaluating the reliability of a dynamic k-out-of-n:F system subjected to cyclic alternating operation conditions," Journal of Risk and Reliability, , vol. 231(2), pages 109-120, April.
- Aktekin, Tevfik & Caglar, Toros, 2013. "Imperfect debugging in software reliability: A Bayesian approach," European Journal of Operational Research, Elsevier, vol. 227(1), pages 112-121.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- McCausland, William J., 2007.
"Time reversibility of stationary regular finite-state Markov chains,"
Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
- McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
- McCAUSLAND, William J., 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- He, Zhongfang & Maheu, John M., 2010.
"Real time detection of structural breaks in GARCH models,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
- Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.
- Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series 11_09, Rimini Centre for Economic Analysis.
- Zhongfang He & John M. Maheu, 2009. "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers 09-31, Bank of Canada.
- Guedon, Yann, 2007. "Exploring the state sequence space for hidden Markov and semi-Markov chains," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2379-2409, February.
- Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao, 2008.
"Methods for inference in large multiple-equation Markov-switching models,"
Journal of Econometrics, Elsevier, vol. 146(2), pages 255-274, October.
- Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper 2006-22, Federal Reserve Bank of Atlanta.
- Raggi, Davide & Bordignon, Silvano, 2012.
"Long memory and nonlinearities in realized volatility: A Markov switching approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3730-3742.
- S. Bordignon & D. Raggi, 2010. "Long memory and nonlinearities in realized volatility: a Markov switching approach," Working Papers 694, Dipartimento Scienze Economiche, Universita' di Bologna.
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016.
"Efficient Gibbs sampling for Markov switching GARCH models,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 37-57.
- Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012. "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers 2012:35, Department of Economics, University of Venice "Ca' Foscari".
- Prüser, Jan, 2017. "Forecasting US inflation using Markov dimension switching," Ruhr Economic Papers 710, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Jochmann Markus & Koop Gary, 2015.
"Regime-switching cointegration,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
- Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
- Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
- Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
- Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Paper series 40_11, Rimini Centre for Economic Analysis.
- Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021.
"Origins of monetary policy shifts: A New approach to regime switching in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Yoosoon Chang & Junior Maih & Fei Tan, 2018. "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers 2018-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Xianguo HUANG & Roberto LEON-GONZALEZ & Somrasri YUPHO, 2013.
"Financial Integration from a Time-Varying Cointegration Perspective,"
Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(12), pages 1473-1487.
- Xianguo Huang & Roberto Leon-Gonzalez & Somrasri Yupho, 2012. "Financial Integration from a Time-Varying Cointegration Perspective," GRIPS Discussion Papers 12-07, National Graduate Institute for Policy Studies.
- Mário Jorge Mendonça & Cláudio H. dos Santos, 2008. "Revisitando a Função de Reação Fiscal no Brasil Pós-Real: Uma Abordagem de Mudanças de Regime," Discussion Papers 1337, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015.
"Regime switching model of US crude oil and stock market prices: 1859 to 2013,"
Energy Economics, Elsevier, vol. 49(C), pages 317-327.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers 2014-26, University of Connecticut, Department of Economics.
- Anatoliy Belaygorod & Michael J. Dueker, 2007. "The price puzzle and indeterminacy in an estimated DSGE model," Working Papers 2006-025, Federal Reserve Bank of St. Louis.
- Jia Liu & John M. Maheu & Yong Song, 2024.
"Identification and forecasting of bull and bear markets using multivariate returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 723-745, August.
- Liu, Jia & Maheu, John M & Song, Yong, 2023. "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper 119515, University Library of Munich, Germany.
- Nima Nonejad, 2013. "Time-Consistency Problem and the Behavior of US Inflation from 1970 to 2008," CREATES Research Papers 2013-25, Department of Economics and Business Economics, Aarhus University.
- Hideo Kozumi, 2000. "Bayesian Analysis of Discrete Survival Data with a Hidden Markov Chain," Biometrics, The International Biometric Society, vol. 56(4), pages 1002-1006, December.
- Francesco Bianchi & Leonardo Melosi, 2017.
"Escaping the Great Recession,"
American Economic Review, American Economic Association, vol. 107(4), pages 1030-1058, April.
- Francesco Bianchi & Leonardo Melosi, 2013. "Escaping the Great Recession," Working Papers 13-19, Duke University, Department of Economics.
- Bianchi, Francesco & Melosi, Leonardo, 2013. "Escaping the Great Recession," CEPR Discussion Papers 9643, C.E.P.R. Discussion Papers.
- Leonardo Melosi & Francesco Bianchi, 2015. "Escaping the Great recession," 2015 Meeting Papers 1035, Society for Economic Dynamics.
- Francesco Bianchi & Leonardo Melosi, 2014. "Escaping the Great Recession," Working Paper Series WP-2014-17, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi, 2016. "Escaping the Great Recession," Working Paper Series WP-2016-16, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi, 2014. "Escaping the Great Recession," NBER Working Papers 20238, National Bureau of Economic Research, Inc.
- Leonardo Melosi & Francesco Bianchi, 2013. "Escaping the Great Recession," 2013 Meeting Papers 203, Society for Economic Dynamics.
- Yoosoon Chang & Fei Tan & Xin Wei, 2018.
"State Space Models with Endogenous Regime Switching,"
CAEPR Working Papers
2018-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Junior Maih & Fei Tan, 2018. "State Space Models with Endogenous Regime Switching," Working Papers No 9/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Keisuke Kondo, 2022.
"Spatial dependence in regional business cycles: evidence from Mexican states,"
Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-46, December.
- Keisuke Kondo, 2015. "Spatial Dependence in Regional Business Cycles: Evidence from Mexican States," Discussion Paper Series DP2015-27, Research Institute for Economics & Business Administration, Kobe University, revised Jun 2021.
- Chan, Joshua C.C. & Santi, Caterina, 2021. "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:8:p:3988-3999. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.