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The expected cumulative operational time for finite semi-Markov systems and estimation
Published online by Cambridge University Press: 11 October 2007
Abstract
In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.
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- Research Article
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- © EDP Sciences, ROADEF, SMAI, 2007