کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152605 958294 2011 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
چکیده انگلیسی

We consider a stationary Markov renewal process whose inter-arrival time density depends multiplicatively on the distance between the past and present state of the embedded chain. This is appropriate when the jump size is governed by influences that accumulate over time. Then we can construct an estimator for the inter-arrival time density that has the parametric rate of convergence. The estimator is a local von Mises statistic. The result carries over to the corresponding semi-Markov process.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 81, Issue 2, February 2011, Pages 277–282
نویسندگان
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