Estimation of the probability of a long time to the first entrance to a state in a semi-Markov model
By: Patricia A. Jacobs
Contributors: Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1987
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 26
Subjects: ESTIMATES; MARKOV PROCESSES
Other titles: NPS-55-87-012.
Description: 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.
Notes: Cover title.

"NPS-55-87-012."

"September 1987."

AD A188 960.

Includes bibliographical references (p. 16)

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