Nonparametric Inference for a Class of Semi-Markov Processes with Censored Observations
删失观测下一类半马尔可夫过程的非参数推断
A class of semi-Markov models, those which have proportional hazards and which are forward-going (if state $j$ can be reached from $i$, then $i$ cannot be reached from $j$), are shown to fit into the multiplicative intensity model of counting processes after suitable random time changes. Standard large-sample results for counting processes following this multiplicative model can therefore be used to make inferences on the above class of semi-Markov models, including the case…