Estimation of the probability of a long time to the first entrance to a state in a semi-Markov model

dc.contributor.authorJacobs, Patricia A.
dc.contributor.corporateOperations Research (OR)
dc.contributor.corporateGraduate School of Operational and Information Sciences (GSOIS)
dc.date1987-09
dc.date.accessioned2013-03-07T21:52:41Z
dc.date.available2013-03-07T21:52:41Z
dc.date.issued1987-09
dc.description.abstractThe 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 theoremen_US
dc.description.recognitionNAen_US
dc.description.sponsorshipOffice of Naval Researchen_US
dc.description.urihttp://archive.org/details/estimationofprob00jaco
dc.identifier.npsreportNPS55-87-012
dc.identifier.oclcNA
dc.identifier.urihttps://hdl.handle.net/10945/29851
dc.language.isoen_US
dc.publisherMonterey, California. Naval Postgraduate Schoolen_US
dc.rightsThis 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.authorEstimation of the survivor function of a first passage time; semi-Markov processen_US
dc.subject.authorempirical moment generating functionen_US
dc.subject.authorasymptotic exponential ityen_US
dc.subject.authorstrong lawen_US
dc.subject.authorcentral limit theorem;en_US
dc.subject.lcshESTIMATES.MARKOV PROCESSES.en_US
dc.titleEstimation of the probability of a long time to the first entrance to a state in a semi-Markov modelen_US
dc.typeTechnical Reporten_US
dspace.entity.typePublication
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relation.isOrgUnitOfPublication.latestForDiscoverydd7f1b97-9c92-402d-b910-27f080946cde
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