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Optimal sequential estimation for semi-markov and markov renewal processes
Communications in Statistics - Theory and Methods, 1991We consider the problem of obtaining efficient estimators and sampling plans for semi-Markov and Markov-renewal processes. A lower bound for the variance of an unbiased estimator of a function of the parameters is obtained under a sequential scheme and we characterize the parametric functions and sampling plans which admit minimum variance unbiased ...
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Computational Methods for Renewal Theory and Semi-Markov Processes with Illustrative Examples
The American Statistician, 1988Abstract Some illustrative applications of semi-Markov processes in biostatistics, demography, and queuing theory are discussed. Algorithms for implementing such processes on a computer are also described, with suggestions for statistical inference based on models constructed from renewal theory and semi-Markov processes.
Charles J. Mode, Gary T. Pickens
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The paper contains results on coupling procedures aimed at obtaining rate of convergence results in certain models. The models considered are Markov renewal processes, semi-Markov renewal equations and applications to random processes with semi-Markov switching, a special case of which are regenerative processes.
Dmitrii S Silvestrov
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