IDEAS home Printed from https://ideas.repec.org/a/spr/sistpr/v2y1999i2p151-173.html
   My bibliography  Save this article

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

Author

Listed:
  • Brahim Ouhbi
  • Nikolaos Limnios

Abstract

No abstract is available for this item.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:sistpr:v:2:y:1999:i:2:p:151-173
    DOI: 10.1023/A:1009946129290
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1009946129290
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1009946129290?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    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. Helmut Schneider & Bin‐Shan Lin & Colm O'Cinneide, 1990. "Comparison of Nonparametric Estimators for the Renewal Function," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(1), pages 55-61, March.
    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. Enrique E. Alvarez, 2005. "Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey," Methodology and Computing in Applied Probability, Springer, vol. 7(1), pages 119-130, March.
    2. D’Amico, Guglielmo & Petroni, Filippo, 2023. "ROCOF of higher order for semi-Markov processes," Applied Mathematics and Computation, Elsevier, vol. 441(C).
    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. 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.
    5. Jiang, Tao & Liu, Yu, 2017. "Parameter inference for non-repairable multi-state system reliability models by multi-level observation sequences," Reliability Engineering and System Safety, Elsevier, vol. 166(C), pages 3-15.
    6. 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).
    7. 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.
    8. 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.
    9. Biase di Giuseppe & Guglielmo D'Amico & Jacques Janssen & Raimondo Manca, 2014. "A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(3), pages 233-245, June.
    10. 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.
    11. 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.
    12. Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006. "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers 06-024/2, Tinbergen Institute, revised 27 Mar 2006.
    13. Guglielmo D’Amico & Giuseppe Di Biase & Raimondo Manca, 2011. "Immigration Effects On Economic Systems Through Dynamic Inequality Indices," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(5), pages 11-25.
    14. K. Khorshidian & F. Negahdari & H. A. Mardnifard, 2016. "Estimation for Discrete-time Semi-Markov Reward Processes: Analysis and Inference," Methodology and Computing in Applied Probability, Springer, vol. 18(3), pages 885-900, September.
    15. Manuel L. Esquível & Nadezhda P. Krasii & Gracinda R. Guerreiro, 2021. "Open Markov Type Population Models: From Discrete to Continuous Time," Mathematics, MDPI, vol. 9(13), pages 1-29, June.
    16. Vlad Stefan Barbu & Alex Karagrigoriou & Andreas Makrides, 2017. "Semi-Markov Modelling for Multi-State Systems," Methodology and Computing in Applied Probability, Springer, vol. 19(4), pages 1011-1028, December.

    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. Altındağ, Ömer & Aydoğdu, Halil, 2021. "Estimation of renewal function under progressively censored data and its applications," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    2. Emmanuel Hagenimana & Song Lixin & Patrick Kandege, 2018. "Study of nonparametric estimation details of instant system availability average," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 9(2), pages 467-481, April.
    3. Steven G. From & Linxiong Li, 2003. "Nonparametric estimation of some quantities of interest from renewal theory," Naval Research Logistics (NRL), John Wiley & Sons, vol. 50(6), pages 638-649, September.
    4. Marlin U. Thomas & Sridevi S. Rao, 1999. "Warranty Economic Decision Models: A Summary and Some Suggested Directions for Future Research," Operations Research, INFORMS, vol. 47(6), pages 807-820, December.

    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:spr:sistpr:v:2:y:1999:i:2:p:151-173. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.