Estimation of Sojourn Time Distributions for Cyclic Semi-Markov Processes in Equilibrium
Copyright policy )Estimation of Sojourn Time Distributions for Cyclic Semi-Markov Processes in Equilibrium
The EM algorithm is used to develop procedures for estimating the interoccurrence distributions when n independent and identically distributed cyclic semi-Markov processes, each being ergodic, irreducible and in equilibrium, are observed over finite windows. This work is an extension of the work of \textit{Y. Vardi} [Ann. Stat. 10, 616-620 (1982; Zbl 0491.62034), and ibid., 772-785 (1982; Zbl 0502.62036)] who considers a similar problem for renewal processes and develops the RT algorithm for estimation of the common interoccurrence distribution.
- University of Waterloo Canada
Markov processes: estimation; hidden Markov models, alternating renewal process, cyclic semi- Markov processes, length bias, equilibrium, ergodic, Markov renewal processes, semi-Markov processes, estimation of sojourn time distributions, nonparametric maximum likelihood, finite windows, EM algorithm, irreducible
Markov processes: estimation; hidden Markov models, alternating renewal process, cyclic semi- Markov processes, length bias, equilibrium, ergodic, Markov renewal processes, semi-Markov processes, estimation of sojourn time distributions, nonparametric maximum likelihood, finite windows, EM algorithm, irreducible
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