Nonparametric estimation of the expected accumulated reward for semi-Markov chains

被引:0
|
作者
D'Amico, Guglielmo
机构
[1] Drug Sciences Department, G.d'Annunzio University, Chieti, Italy
[2] via dei Vestini 30, 66013 Chieti, Italy
来源
SORT | 2009年 / 33卷 / 02期
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:159 / 170
相关论文
共 50 条
  • [21] Nonparametric estimation of integral functionals for semi-Markov processes with application in reliability
    Limnios, Nikolaos
    Ouhbi, Brahim
    STATISTICAL MODELS AND METHODS FOR BIOMEDICAL AND TECHNICAL SYSTEMS, 2008, : 405 - +
  • [22] Robust adaptive efficient estimation for semi-Markov nonparametric regression models
    Vlad Stefan Barbu
    Slim Beltaief
    Sergey Pergamenshchikov
    Statistical Inference for Stochastic Processes, 2019, 22 : 187 - 231
  • [23] Maximum spacing estimation for continuous time Markov chains and semi-Markov processes
    Kuljus, Kristi
    Ranneby, Bo
    STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, 2021, 24 (02) : 421 - 443
  • [24] Hidden hybrid Markov/semi-Markov chains
    Guédon, Y
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2005, 49 (03) : 663 - 688
  • [25] Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models
    Irene Votsi
    Nikolaos Limnios
    George Tsaklidis
    Eleftheria Papadimitriou
    Methodology and Computing in Applied Probability, 2012, 14 : 685 - 703
  • [26] Robust adaptive efficient estimation for semi-Markov nonparametric regression models
    Barbu, Vlad Stefan
    Beltaief, Slim
    Pergamenshchikov, Sergey
    STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, 2019, 22 (02) : 187 - 231
  • [27] Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models
    Votsi, Irene
    Limnios, Nikolaos
    Tsaklidis, George
    Papadimitriou, Eleftheria
    METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2012, 14 (03) : 685 - 703
  • [28] The expected cumulative operational time for finite semi-Markov systems and estimation
    Ouhbi, Brahim
    Boudi, Ali
    Tkiouat, Mohamed
    RAIRO-OPERATIONS RESEARCH, 2007, 41 (04) : 399 - 410
  • [29] Computational Algorithms for Moments of Accumulated Markov and Semi-Markov Rewards
    Silvestrov, Dmitrii
    Manca, Raimondo
    Silvestrova, Evelina
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2014, 43 (07) : 1453 - 1469
  • [30] Filtering hidden semi-Markov chains
    Elliott, Robert
    Limnios, Nikolaos
    Swishchuk, Anatoliy
    STATISTICS & PROBABILITY LETTERS, 2013, 83 (09) : 2007 - 2014