Estimation of the probability of a long time to the first entrance to a state in a semi-Markov model
dc.contributor.author | Jacobs, Patricia A. | |
dc.contributor.corporate | Operations Research (OR) | |
dc.contributor.corporate | Graduate School of Operational and Information Sciences (GSOIS) | |
dc.date | 1987-09 | |
dc.date.accessioned | 2013-03-07T21:52:41Z | |
dc.date.available | 2013-03-07T21:52:41Z | |
dc.date.issued | 1987-09 | |
dc.description.abstract | The problem of estimating the log survivor function for a fixed time t of a first passage time for a semimarkov process is considered. A nonparametric estimator based on an exponential approximation to the survivor function is introduced and its asymptotic properties are studied. Small sample behavior of this estimator is studied using simulation. Keywords: Markov process; Asymptotic exponentiality; Strong law; Central limit theorem | en_US |
dc.description.recognition | NA | en_US |
dc.description.sponsorship | Office of Naval Research | en_US |
dc.description.uri | http://archive.org/details/estimationofprob00jaco | |
dc.identifier.npsreport | NPS55-87-012 | |
dc.identifier.oclc | NA | |
dc.identifier.uri | https://hdl.handle.net/10945/29851 | |
dc.language.iso | en_US | |
dc.publisher | Monterey, California. Naval Postgraduate School | en_US |
dc.rights | This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States. | en_US |
dc.subject.author | Estimation of the survivor function of a first passage time; semi-Markov process | en_US |
dc.subject.author | empirical moment generating function | en_US |
dc.subject.author | asymptotic exponential ity | en_US |
dc.subject.author | strong law | en_US |
dc.subject.author | central limit theorem; | en_US |
dc.subject.lcsh | ESTIMATES.MARKOV PROCESSES. | en_US |
dc.title | Estimation of the probability of a long time to the first entrance to a state in a semi-Markov model | en_US |
dc.type | Technical Report | en_US |
dspace.entity.type | Publication | |
relation.isOrgUnitOfPublication | 58745961-c46a-45ad-ae9c-d139d1ba1041 | |
relation.isOrgUnitOfPublication | dd7f1b97-9c92-402d-b910-27f080946cde | |
relation.isOrgUnitOfPublication.latestForDiscovery | dd7f1b97-9c92-402d-b910-27f080946cde |
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