Advanced search
Publication Cover
Journal of Nonparametric Statistics Volume 23, 2011 - Issue 3
Submit an article Journal homepage
278
Views
11
CrossRef citations to date
0
Altmetric
Original Articles

Exact MLE and asymptotic properties for nonparametric semi-Markov models

Samis Trevezas Laboratoire Mathématiques Appliquées aux Systèmes, Ecole Centrale Paris, Grande Voie des Vignes, Chatênay-Malabry, France; EPI Digiplante, INRIA Saclay - Île-de-France, FranceCorrespondence[email protected]
&
Nikolaos Limnios Laboratoire de Mathématiques Appliquées de Compiègne, Université de Technologie de Compiègne, Compiègne, France
Pages 719-739 | Received 31 Mar 2009, Accepted 13 Jan 2011, Published online: 30 Mar 2011

Citations (11)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (4)

Chafiâa Ayhar, Vlad Stefan Barbu, Fatiha Mokhtari & Saâdia Rahmani. (2022) On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes. Journal of Nonparametric Statistics 34:2, pages 299-318.
Read now
Irene Votsi. (2019) Conditional failure occurrence rates for semi-Markov chains. Journal of Applied Statistics 46:15, pages 2722-2743.
Read now
Stylianos Georgiadis & Nikolaos Limnios. (2016) Nonparametric estimation of interval reliability for discrete-time semi-Markov systems. Journal of Statistical Theory and Practice 10:1, pages 20-39.
Read now
Stylianos Georgiadis & Nikolaos Limnios. (2015) Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process. Communications in Statistics - Theory and Methods 44:7, pages 1319-1337.
Read now

Articles from other publishers (7)

Hervé Cardot & Cindy Frascolla. (2024) Hypothesis testing for Panels of Semi-Markov Processes with parametric sojourn time distributions. Journal of Statistical Planning and Inference 228, pages 59-79.
Crossref
Vlad Stefan Barbu, Florian Lecocq, Corentin Lothodé & Nicolas Vergne. (2023) smmR: A Semi-Markov R package. Journal of Open Source Software 8:85, pages 4365.
Crossref
Cindy Frascolla, Guillaume Lecuelle, Pascal Schlich & Hervé Cardot. (2022) Two sample tests for Semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis. Computational Statistics 37:5, pages 2553-2580.
Crossref
Vlad Stefan Barbu, Guglielmo D’Amico & Thomas Gkelsinis. (2021) Sequential Interval Reliability for Discrete-Time Homogeneous Semi-Markov Repairable Systems. Mathematics 9:16, pages 1997.
Crossref
Zekun Xu, Eric Laber, Ana-Maria Staicu & B. Duncan X. Lascelles. (2021) Novel approach to modeling high-frequency activity data to assess therapeutic effects of analgesics in chronic pain conditions. Scientific Reports 11:1.
Crossref
Yuan Yao, Yi Cao, Jia Zhai, Junxiu Liu, Mengyuan Xiang & Lu Wang. (2020) Latent state recognition by an enhanced hidden Markov model. Expert Systems with Applications 161, pages 113722.
Crossref
Guglielmo D'Amico, Ada Lika & Filippo Petroni. (2019) Risk Management of Pension Fund: A Model for Salary Evolution. International Journal of Financial Studies 7:3, pages 44.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.