Empirical estimation for discrete-time semi-Markov processes with applications in reliability

被引：77

作者：

Barbu, Vlad

Limnios, Nikolaos

机构：

[1] Univ Rouen, UMR 6085, Lab Math Raphael Salem, F-76801 St Etienne, France

[2] Univ Technol Compiegne, Lab Math Appl Compiegne, F-60205 Compiegne, France

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 2006年 / 18卷 / 7-8期

关键词：

semi-Markov chain; discrete-time semi-Markov kernel; reliability; availability; nonparametric estimation; asymptotic properties;

D O I：

10.1080/10485250701261913

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a discrete-time semi-Markov process, with a finite state space. Taking a censored history, we obtain empirical estimators for the semi-Markov kernel, semi-Markov transition function, reliability and availability. We study the strong consistency and the asymptotic normality for each estimator.

引用

页码：483 / 498

页数：16

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