Author: André MonteiroPublisher:
ISBN:
Category :
Languages : en
Pages : 40
Book Description
Non-parametric Estimation for Non-homogeneous Semi-Markov Processes: an Application to Credit Bank
Author: André MonteiroNon-parametric Estimation for Non-homogeneous Semi-Markov Processes
Author: André MonteiroNonparametric Estimation for Non-time-homogeneous Markov Processes in the Problem of Competing Risks
Author: Thomas Richard FlemingPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 138
Book Description
Applied Semi-Markov Processes
Author: Jacques JanssenPublisher: Springer Science & Business Media
ISBN: 9780387295473
Category : Mathematics
Languages : en
Pages : 328
Book Description
Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.
Non- and Semi-parametric Estimation of Transition Probabilities from Censored Observation of a Non-homogeneous Markov-process
Author: Per Kragh AndersenApplied Semi-Markov Processes
Author: Jacques JanssenPublisher: Springer
ISBN: 9780387510231
Category : Mathematics
Languages : en
Pages : 0
Book Description
Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.
Nonparametric Estimation in Markov Processes
Author: George G. RoussasHidden Markov Models
Author: Ramaprasad BharPublisher: Springer Science & Business Media
ISBN: 1402078994
Category : Business & Economics
Languages : en
Pages : 167
Book Description
Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research.
Nonparametric Estimation in Markov Processes
Author: George C. RoussasPublisher:
ISBN:
Category :
Languages : en
Pages : 13
Book Description
The purpose of the present paper is to consider the non-parametric estimation of densities in the case of Markov processes. Asymptotically unbiased estimates for the initial and (two-dimensional) joint densities are constructed. These estimates are shown to be consistent in quadratic mean, and furthermore a consistent, in the probability sense, estimate for the transition density is obtained. It is shown that, under suitable conditions, all three estimators mentioned, properly normalized, are asymptotically normal.
Nonparametric Estimation for Renewal and Markov Processes
Author: Odile PonsPublisher:
ISBN: 9782953412215
Category :
Languages : en
Pages : 262
Book Description