IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v76y2006i14p1536-1542.html
   My bibliography  Save this article

Estimation of the stationary distribution of semi-Markov processes with Borel state space

Author

Listed:
  • Limnios, N.

Abstract

We present an empirical estimator of the stationary distribution of continuous time semi-Markov processes with Borel state space. It comes as a particular case of an estimator of a linear functional of the stationary distribution. We give asymptotic results for strong consistency, and the weak and strong invariance principles.

Suggested Citation

  • Limnios, N., 2006. "Estimation of the stationary distribution of semi-Markov processes with Borel state space," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1536-1542, August.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:14:p:1536-1542
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(06)00096-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Brahim Ouhbi & Nikolaos Limnios, 1999. "Nonparametric Estimation for Semi-Markov Processes Based on its Hazard Rate Functions," Statistical Inference for Stochastic Processes, Springer, vol. 2(2), pages 151-173, May.
    2. Krishna B. Athreya & Mukul Majumdar, 2003. "Estimating the stationary distribution of a Markov chain," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 729-742, March.
    3. Paul F. M. Krabbe & Eddy M. M. Adang & Peep F. M. Stalmeier & Bruce R. Schackman & John Brazier & Milton C. Weinstein, 2003. "Letter to the Editor," Medical Decision Making, , vol. 23(6), pages 542-543, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nikolaos Limnios & Bei Wu, 2022. "Estimation of stationary probability of semi-Markov Chains," Statistical Inference for Stochastic Processes, Springer, vol. 25(2), pages 355-364, July.

    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.
    1. World Bank, 2007. "Making the Most of Scarcity : Accountability for Better Water Management Results in the Middle East and North Africa," World Bank Publications - Books, The World Bank Group, number 6845.
    2. Jean Hillier, 2009. "Assemblages of Justice: The ‘Ghost Ships’ of Graythorp," International Journal of Urban and Regional Research, Wiley Blackwell, vol. 33(3), pages 640-661, September.
    3. Irene Votsi & Nikolaos Limnios & George Tsaklidis & Eleftheria Papadimitriou, 2012. "Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 685-703, September.
    4. Krausmann, Fridolin & Erb, Karl-Heinz & Gingrich, Simone & Lauk, Christian & Haberl, Helmut, 2008. "Global patterns of socioeconomic biomass flows in the year 2000: A comprehensive assessment of supply, consumption and constraints," Ecological Economics, Elsevier, vol. 65(3), pages 471-487, April.
    5. Davern, Michael J. & Wilkin, Carla L., 2010. "Towards an integrated view of IT value measurement," International Journal of Accounting Information Systems, Elsevier, vol. 11(1), pages 42-60.
    6. Planko & Jacqueline Cramer & Maryse Chappin & Marko Hekkert, 2014. "Strategic collective system building by firms who launch sustainability innovations," Innovation Studies Utrecht (ISU) working paper series 14-04, Utrecht University, Department of Innovation Studies, revised Sep 2014.
    7. Michael Webber, 2012. "Making Capitalism in Rural China," Books, Edward Elgar Publishing, number 14446.
    8. James Ted McDonald, 2005. "The Health Behaviors of Immigrants and Native-born People in Canada," Social and Economic Dimensions of an Aging Population Research Papers 144, McMaster University.
    9. Saadet Kirbas-Kasman & Adnan Kasman, 2003. "Volatility of ISE and Business Cycle," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 3(1), pages 67-84.
    10. D’Amico, Guglielmo & Petroni, Filippo, 2023. "ROCOF of higher order for semi-Markov processes," Applied Mathematics and Computation, Elsevier, vol. 441(C).
    11. Gámiz, M.L. & Román, Y., 2008. "Non-parametric estimation of the availability in a general repairable system," Reliability Engineering and System Safety, Elsevier, vol. 93(8), pages 1188-1196.
    12. Król, Agnieszka & Saint-Pierre, Philippe, 2015. "SemiMarkov: An R Package for Parametric Estimation in Multi-State Semi-Markov Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 66(i06).
    13. Katharine E. Schmitz & Melbourne F. Hovell & Charlene A. Wong & Norma J. Kelley & Donata Nilsen & Elaine J. Blumberg & Linda L. Hill & Carol L. Sipan & Bo Kolody & Dale A. Chatfield, 2010. "The Reliability and Practicality of the Arkansas Method Assay of Isoniazid Adherence," Clinical Nursing Research, , vol. 19(2), pages 131-143, May.
    14. Vivian Ho, 2006. "Does certificate of need affect cardiac outcomes and costs?," International Journal of Health Economics and Management, Springer, vol. 6(4), pages 300-324, December.
    15. Vlad Stefan Barbu & Nicolas Vergne, 2019. "Reliability and Survival Analysis for Drifting Markov Models: Modeling and Estimation," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1407-1429, December.
    16. Gerardo P. Sicat, 2004. "Reforming the Philippine Labor Market," UP School of Economics Discussion Papers 200404, University of the Philippines School of Economics.
    17. Dabrowska Dorota M., 2012. "Estimation in a Semi-Markov Transformation Model," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-62, June.
    18. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, November.
    19. Hamid Beladi & Nicholas S. P. Tay & Reza Oladi, 2011. "On Competition for Listings," Working Papers 0003, College of Business, University of Texas at San Antonio.
    20. Anindya Goswami & Sanket Nandan, 2016. "Convergence of estimated option price in a regime switching market," Indian Journal of Pure and Applied Mathematics, Springer, vol. 47(2), pages 169-182, June.

    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:stapro:v:76:y:2006:i:14:p:1536-1542. 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/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.