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Accession Number:
AD0607350
Title:
ESTIMATION OF THE TRANSITION DISTRIBUTIONS OF A MARKOV RENEWAL PROCESS
Corporate Author:
BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA
Report Date:
1964-09-01
Abstract:
The present paper is concerned with the estimation of the transition distributions of a Markov renewal process with finitely many states, which extends and unifies some aspects of the results in the special cases of discrete and continuous parameter Markov chains. A natural estimator of the transition distributions is defined and shown to be consistent. Limiting distributions of this estimator are derived. A density for a Markov renewal process is developed to permit the definition of maximum likelihood estimators for a renewal process and for a Markov renewal process.
Supplementary Note:
Prepared in cooperation with Washington Univ., Seattle. DOI: 10.21236/AD0607350
Pages:
0032
Distribution Statement:
Approved for public release; distribution is unlimited.
File Size:
7.33MB