Estimation of Sojourn Time Distributions for Cyclic Semi-Markov Processes in Equilibrium
针对多个独立同分布且处于平衡的循环半马尔可夫过程，在有限观测窗口下，使用EM算法估计其逗留时间分布，并通过模拟验证方法有效性。
The EM algorithm is used to develop procedures for estimating the interoccurrence distributions when n independent and identically distributed cyclic semi-Markov processes, each being ergodic, irreducible and in equilibrium, are observed over finite windows. This work is an extension of Vardi (1982a, b) who considers a similar problem for renewal processes and develops the RT algorithm for estimation of the common interoccurrence distribution. The results are illustrated using simulations for alternating renewal processes and compared with an extension of an approximate approach of Denby & Vardi (1985).