We consider a discrete-time semi-Markov process, with a finite state space. Taking a censored history, we obtain empirical estimators for the semi-Markov kernel, semi-Markov transition function, reliability and availability. We study the strong consistency and the asymptotic normality for each estimator.
1 January 2004 in Communications in Statistics - Theory and Methods
In this paper, we define a discrete-time semi-Markov model and propose a computation procedure for solving the corresponding Markov renewal equation, necessary for all our reliability measurements. Then, we compute the reliability and its related measures, and we apply the results to a three-state system.