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Optimal sequential estimation for semi-markov and markov renewal processes

Communications in Statistics - Theory and Methods, 1991
We 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, 1988
Abstract 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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Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Acta Applicandae Mathematicae, 1994
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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