A note on the asymptotic variance of survival function in the semi-Markov model
β Scribed by Hina M. Malani; William J. Redfearn; Jens Perch Nielsen
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 472 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This paper examines the changes in parameters of a Semi-Markov model and ita impact on interval transition probabilities. Computational techniques used to illustrate that t.he model ie sensitive enough to depict changes in the interval transition probabilities if the paramters of the model are modif
The asymptotic quasi-likelihood method is considered for the model y t f t q M t ; t 0; 1; . . . ; T where f t q is a linear predictable process of the parameter of interest q, M t is a martingale difference, and the nature of EM 2 t j p tΓ1 is unknown. This paper is concerned with the limiting dist