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Semi-Markov Modelling for Multi-State Systems

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Abstract

In this work we focus on multi state systems that we model by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to a general class of distributions that includes several popular reliability distributions like the exponential, Weibull, and Pareto. We obtain maximum likelihood estimators of the parameters of interest and investigate their asymptotic properties. Plug-in type estimators are furnished for various quantities related to the system under study.

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Authors and Affiliations

  1. Laboratoire de Mathématiques Raphaël Salem, UMR 6085, Université de Rouen, Avenue de l’Université, BP.12, F76801, Saint-Étienne-du-Rouvray, France

    Vlad Stefan Barbu

  2. Department of Mathematics, University of the Aegean, Samos, Greece

    Alex Karagrigoriou

  3. Department of Mathematics and Statistics, University of Cyprus, Nicosia, Cyprus

    Andreas Makrides

Authors
  1. Vlad Stefan Barbu
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  2. Alex Karagrigoriou
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  3. Andreas Makrides
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Correspondence to Vlad Stefan Barbu.

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Barbu, V.S., Karagrigoriou, A. & Makrides, A. Semi-Markov Modelling for Multi-State Systems. Methodol Comput Appl Probab 19, 1011–1028 (2017). https://doi.org/10.1007/s11009-016-9510-y

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  • DOI: https://doi.org/10.1007/s11009-016-9510-y

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