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Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes

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  • Paolo Bulla
  • Pietro Muliere

Abstract

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  • Paolo Bulla & Pietro Muliere, 2007. "Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes," Statistical Inference for Stochastic Processes, Springer, vol. 10(3), pages 283-303, October.
    • Handle: RePEc:spr:sistpr:v:10:y:2007:i:3:p:283-303
    DOI: 10.1007/s11203-006-9000-x
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    References listed on IDEAS

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    1. Muliere, Pietro & Secchi, Piercesare & G. Walker, Stephen, 2003. "Reinforced random processes in continuous time," Stochastic Processes and their Applications, Elsevier, vol. 104(1), pages 117-130, March.
    2. Muliere, P. & Secchi, P. & Walker, S. G., 2000. "Urn schemes and reinforced random walks," Stochastic Processes and their Applications, Elsevier, vol. 88(1), pages 59-78, July.
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    Cited by:

    1. I. Votsi & G. Gayraud & V. S. Barbu & N. Limnios, 2021. "Hypotheses testing and posterior concentration rates for semi-Markov processes," Statistical Inference for Stochastic Processes, Springer, vol. 24(3), pages 707-732, October.
    2. Richard L. Warr & Travis B. Woodfield, 2020. "Bayesian nonparametric estimation of first passage distributions in semi‐Markov processes," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(2), pages 237-250, March.
    3. Andrea Arfè & Stefano Peluso & Pietro Muliere, 2021. "The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes," Statistical Inference for Stochastic Processes, Springer, vol. 24(1), pages 1-15, April.

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