Estimatio : : of Ihe Transition Distributions of a Markov Renewal Process
نویسنده
چکیده
The present paper is concerned with the eetlmatlon of the transition distributions of a Markov renewal process with finitely many states, which extends and unifies nome aspects of the results in the special cases of discrete and continuous parameter Markov chains. A natural estimator of the transition distribution." 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 naximu-i likelihood estimators for a renewal process and for a Markov renewal process.
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