Accession Number : AD0776537

Title :   Parameter Estimation for a Two-State Semi-Markov Model of a Univariate Point Process.

Descriptive Note : Master's thesis,


Personal Author(s) : Hornback,James Leroy

Report Date : MAR 1974

Pagination or Media Count : 40

Abstract : Using the convenient second-order interval properties of a two-state semi-Markov model for a univariate point process, an automated technique for the estimation of the parameters in the model was researched and discussed. The power spectral density of intervals was estimated by the periodogram and a Kolmogorov-Smirnov test of fit was conducted. The asymptotic exponential distribution and independence of the periodogram points were used to calculate an approximate likelihood function. A system of equations was then formed to find the maximum likelihood estimates of the parameters. (Modified author abstract)

Descriptors :   *Stochastic processes, Mathematical models, Random variables, Distribution functions, Partial differential equations, Computer programs, Memory devices, Theses

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE