| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155020 | Statistics & Probability Letters | 2006 | 7 Pages |
Abstract
A semi-Markov process is characterized by the transition probabilities between the states and the distribution functions of the duration times between the occurrence of consecutive states. We present estimators of the transition probabilities and the cumulative hazard functions of the duration times when n i.i.d. right-censored sample paths of a process are observed, with left-truncated and right-censored sojourn times.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Odile Pons,