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Citation(s) in
RCA
4
(from Reference Citation Analysis)
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For:
Di Crescenzo A
, Ricciardi LM.
Comparing first-passage times for semi-Markov skip-free processes.
Stat Probab Lett
1996;
30
:247-56. [DOI:
10.1016/0167-7152(95)00227-8
]
[
Citation(s) in
RCA
: 7
]
[
Impact Index Per Article: 0.3
]
[
Reference Citation Analysis
]
[
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[Indexed: 11/23/2022]
Number
Cited by Other Article(s)
1
Santis ED
, Spizzichino F. Some Sufficient Conditions for Stochastic Comparisons Between Hitting Times for Skip-free Markov Chains.
Methodol Comput Appl Probab
2016. [DOI:
10.1007/s11009-016-9486-7
]
[
Citation(s) in
RCA
: 3
]
[
Impact Index Per Article: 0.4
]
[
Reference Citation Analysis
]
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]
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[Indexed: 11/24/2022]
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2
Irle A
. Stochastic ordering for continuous-time processes.
J Appl Probab
2016. [DOI:
10.1239/jap/1053003549
]
[
Citation(s) in
RCA
: 5
]
[
Impact Index Per Article: 0.6
]
[
Reference Citation Analysis
]
[
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[Indexed: 11/18/2022]
Abstract
We consider the following ordering for stochastic processes as introduced by Irle and Gani (2001). A process (
Y
t
)
t
is said to be slower in level crossing than a process (
Z
t
)
t
if it takes (
Y
t
)
t
stochastically longer than (
Z
t
)
t
to exceed any given level. In Irle and Gani (2001), this ordering was investigated for Markov chains in discrete time. Here these results are carried over to semi-Markov processes with particular attention to birth-and-death processes and also to Wiener processes.
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3
Stochastic ordering for continuous-time processes.
J Appl Probab
2016. [DOI:
10.1017/s0021900200019355
]
[
Citation(s) in
RCA
: 5
]
[
Impact Index Per Article: 0.6
]
[
Reference Citation Analysis
]
[
Abstract
]
[
Track Full Text
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]
[Indexed: 11/06/2022]
Abstract
We consider the following ordering for stochastic processes as introduced by Irle and Gani (2001). A process (
Y
t
)
t
is said to be slower in level crossing than a process (
Z
t
)
t
if it takes (
Y
t
)
t
stochastically longer than (
Z
t
)
t
to exceed any given level. In Irle and Gani (2001), this ordering was investigated for Markov chains in discrete time. Here these results are carried over to semi-Markov processes with particular attention to birth-and-death processes and also to Wiener processes.
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MESH Headings
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4
Ferreira F
, Pacheco A. Comparison of level-crossing times for Markov and semi-Markov processes.
Stat Probab Lett
2007. [DOI:
10.1016/j.spl.2006.06.004
]
[
Citation(s) in
RCA
: 3
]
[
Impact Index Per Article: 0.2
]
[
Reference Citation Analysis
]
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]
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]
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[Indexed: 10/24/2022]
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