Estimation and Reliability for a Special Type of Semi-Markov Process
Vlad Stefan Barbu1, Alex Karagrigoriou2 & Andreas Makrides3 Show affiliations
- Université de Rouen, France
- University of the Aegean, Greece
- University of Central Lancashire, Cyprus
Journal of Mathematics and Statistics, Volume 15, Issue 1, pp. 259–272 · doi.org/10.3844/jmssp.2019.259.272
Abstract
This work deals with multi-state systems modelled by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to one of two different general classes of distributions so that the first class is closed under maxima and the second one is closed under minima. We obtain maximum likelihood estimators of the parameters of interest under several estimation schemes and investigate their asymptotic properties. Plug-in type estimators are furnished for various quantities related to the system under study.
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Barbu, V. S., Karagrigoriou, A. & Makrides, A. (2019). Estimation and Reliability for a Special Type of Semi-Markov Process. Journal of Mathematics and Statistics, 15(1), 259–272. https://doi.org/10.3844/jmssp.2019.259.272
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