  @Manual{Rmanual,
     title = {R: A Language and Environment for Statistical Computing},
     author = {{R Core Team}},
     organization = {R Foundation for Statistical Computing},
     address = {Vienna, Austria},
     year = {2017},
     url = {http://www.R-project.org/},
   }


@BOOK{BarbuLimnios2008,
    author = {Barbu, V. and Limnios, N.},
    title = {Semi-Markov Chains and Hidden Semi-Markov Models toward Applications - 
Their use in Reliability and DNA Analysis},
    publisher = {Lecture Notes in Statistics, vol. 191, Springer},
    year = 2008,
    address = {New York}
}	
	
@article{bulla_hsmm_2010,
	series = {Second {Special} {Issue} on {Statistical} {Algorithms} and {Software}},
	title = {hsmm — {An} {R} package for analyzing hidden semi-{Markov} models},
	volume = {54},
	issn = {0167-9473},
	url = {http://www.sciencedirect.com/science/article/pii/S016794730800426X},
	doi = {10.1016/j.csda.2008.08.025},
	abstract = {Hidden semi-Markov models are a generalization of the well-known hidden Markov model. They allow for a greater flexibility of sojourn time distributions, which implicitly follow a geometric distribution in the case of a hidden Markov chain. The aim of this paper is to describe hsmm, a new software package for the statistical computing environment R. This package allows for the simulation and maximum likelihood estimation of hidden semi-Markov models. The implemented Expectation Maximization algorithm assumes that the time spent in the last visited state is subject to right-censoring. It is therefore not subject to the common limitation that the last visited state terminates at the last observation. Additionally, hsmm permits the user to make inferences about the underlying state sequence via the Viterbi algorithm and smoothing probabilities.},
	number = {3},
	urldate = {2017-05-09},
	journal = {Computational Statistics \& Data Analysis},
	author = {Bulla, Jan and Bulla, Ingo and Nenadić, Oleg},
	month = mar,
	year = {2010},
	pages = {611--619},
	file = {ScienceDirect Full Text PDF:/home/msautreuil/.mozilla/firefox/hi0msvu5.default/zotero/storage/4TFTXPGM/Bulla et al. - 2010 - hsmm — An R package for analyzing hidden semi-Mark.pdf:application/pdf;ScienceDirect Snapshot:/home/msautreuil/.mozilla/firefox/hi0msvu5.default/zotero/storage/GIX9FVEM/S016794730800426X.html:text/html}
}

@article{krol_semimarkov_2015,
	title = {\textbf{{SemiMarkov}} : {An} \textit{{R}} {Package} for {Parametric} {Estimation} in {Multi}-{State} {Semi}-{Markov} {Models}},
	volume = {66},
	issn = {1548-7660},
	shorttitle = {\textbf{{SemiMarkov}}},
	url = {http://www.jstatsoft.org/v66/i06/},
	doi = {10.18637/jss.v066.i06},
	language = {en},
	number = {6},
	urldate = {2017-05-09},
	journal = {Journal of Statistical Software},
	author = {Król, Agnieszka and Saint-Pierre, Philippe},
	year = {2015}
}

@article{oconnell_hidden_2011,
	title = {Hidden {Semi} {Markov} {Models} for {Multiple} {Observation} {Sequences}: {The} \textbf{mhsmm} {Package} for \textit{{R}}},
	volume = {39},
	issn = {1548-7660},
	shorttitle = {Hidden {Semi} {Markov} {Models} for {Multiple} {Observation} {Sequences}},
	url = {http://www.jstatsoft.org/v39/i04/},
	doi = {10.18637/jss.v039.i04},
	language = {en},
	number = {4},
	urldate = {2017-05-09},
	journal = {Journal of Statistical Software},
	author = {O'Connell, Jared and Højsgaard, Søren},
	year = {2011}
}

@book{limnios_semi-markov_2008,
	address = {New York, NY},
	series = {Lecture {Notes} in {Statistics}},
	title = {Semi-{Markov} {Chains} and {Hidden} {Semi}-{Markov} {Models} toward {Applications}},
	volume = {191},
	isbn = {978-0-387-73171-1 978-0-387-73173-5},
	url = {http://link.springer.com/10.1007/978-0-387-73173-5},
	language = {en},
	urldate = {2017-05-09},
	publisher = {Springer New York},
	author = {Barbu, Vlad Stefan and Limnios, Nikolaos},
	year = {2008},
	note = {DOI: 10.1007/978-0-387-73173-5}
}

@article{TL11,
  author =       { Trevezas, S. and Limnios, N. },
  title =        { Exact {MLE} and asymptotic properties for nonparametric semi-{M}arkov models },
  journal =         { Journal of Nonparametric Statistics },
   year =         { 2011},
  volume =       {23},
  number =       { 3 },
  pages =        { 719-739},
  }
	
	@article{BL06,
  author =       { Barbu, Vlad Stefan and Limnios, Nikolaos },
  title =        { Empirical estimation for discrete time semi-{M}arkov processes with applications in reliability },
  journal =         { Journal of Nonparametric Statistics },
   year =         { 2006},
  volume =       {18 },
  number =       { 4 },
  pages =        { 483-498 },
  }

	
		@article{BaBeCeSaVe,
  author =       { Barbu, Vlad Stefan and  B\'erard, Caroline and  Cellier, Dominique and  Sautreuil, Mathilde and Vergne, Nicolas},
  title =        { Parametric estimation of semi-{M}arkov chains },
  journal =         { submitted },
   year =         { 2017},
  volume =       { },
  number =       {  },
  pages =        {  },
  }
	
	@BOOK{limnios1,
  author =       { Limnios, N. and Opri\c{s}an, G. },
  title =        { Semi-{M}arkov Processes and
Reliability },
  publisher =    { Birkh\"auser, Boston },
  year =         { 2001 },
  volume =       {  },
  series =       {  },
  address =      {  },
  edition =      {  },
  }
	
@ARTICLE{Smi55,
  author =       { Smith, W.L.  },
  title =        { Regenerative stochastic processes  },
  journal =      { Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. },
  year =         { 1955 },
  volume =       { 232 },
  number =       {  },
  pages =        { 6–-31 },
  }
	%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@INPROCEEDINGS{Lev54,
  author  =      {   L\'evy, P. },
  title =        { Processus semi-markoviens },
  booktitle =    { Proc. of International Congress of Mathematics, Amsterdam},
  pages =        {  },
  publisher =    {  },
  year =         { 1954 },
  editor =       {  },
  }
	
	%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@ARTICLE{Tak54,
  author =       { Takacs, L. },
  title =        { Some investigations concerning recurrent stochastic processes of a certain type },
  journal =      { Magyar Tud. Akad. Mat. Kutato Int. Kzl. },
  year =         { 1954 },
  volume =       { 3 },
  number =       {  },
  pages =        { 115--128 },
  }

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@BOOK{JaMa06,
  author =       { Janssen, J. and Manca, R.},
  title =        { Applied Semi-{M}arkov Processes },
  publisher =    { Springer, New York },
  year =         { 2006 },
  volume =       {  },
  series =       {  },
  address =      {  },
  edition =      {  },
  }
	
	@ARTICLE{Marg06,
  author =       { Chryssaphinou, O. and Karaliopoulou, M. and Limnios, N. },
  title =        { On discrete time semi-{M}arkov chains and applications in words occurrences},
  journal =      { Comm. Statist. Theory Methods},
  year =         { 2008 },
  volume =       { 37 },
  number =       {  },
  pages =        { 1306--1322 },
  }
	%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@ARTICLE{ouli2,
  author =       { Ouhbi, B. and Limnios, N. },
  title =        { Nonparametric reliability estimation for
semi-{M}arkov processes },
  journal =      { J. Statist. Plann.  Inference },
  year =         { 2003 },
  volume =       { 109 },
  number =       {1-2 },
  pages =        { 155--165 },
  }
	
	@INPROCEEDINGS{HeHu02,
  author  =      {Heutte, N. and Huber-Carol, C. },
  title =        { Semi-{M}arkov Models for Quality of Life Data with Censoring },
  booktitle =    { Statistical Methods for Quality of Life Studies },
  publisher =    { Kluwer, Dordrecht},
  year =         { 2002 },
  editor =       { Mesbah, M. and Lee, M.-L.T. and Cole, B.F.},
  pages =        { 207-218 },
  }
	
	@ARTICLE{SaTh01,
  author =       { Sansom, J. and Thomson, P.J. },
  title =        { Fitting hidden semi-{M}arkov models to breakpoint rainfall
data },
  journal =      { J. Appl. Probab. },
  year =         { 2001 },
  volume =       { 38A },
  number =       {  },
  pages =        { 142--157 },
  }
	
	%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@ARTICLE{Bull06,
  author =       {Bulla, J. and Bulla, I.},
  title =        { Stylized facts of financial time series and hidden
semi-{M}arkov models },
  journal =      { Comput. Statist. Data Anal. },
  year =         { 2006 },
  volume =       { 51 },
  number =       { },
  pages =        { 2192--2209 },
  }

	%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@ARTICLE{Votsi,
  author =       {Votsi, I. and Limnios, N. and Tsaklidis, G. and Papadimitriou, E.},
  title =        { 
Hidden semi-{M}arkov modeling for the estimation of earthquake occurrence rates },
  journal =      { Communications in Statistics: Theory and Methods },
  year =         { 2014 },
  volume =       { 43 },
  number =       { },
  pages =        {  1484--1502 },
  }


@article {ENV:ENV2215,
author = {D'Amico, Guglielmo and Petroni, Filippo and Prattico, Flavio},
title = {Wind speed modeled as an indexed semi-{M}arkov process},
journal = {Environmetrics},
volume = {24},
number = {6},
issn = {1099-095X},
url = {http://dx.doi.org/10.1002/env.2215},
doi = {10.1002/env.2215},
pages = {367--376},
keywords = {semi-Markov chains, synthetic time series, autocorrelation, Monte Carlo simulation, wind speed},
year = {2013},
}


@Article{Barbu2016,
author="Barbu, Vlad Stefan
and Karagrigoriou, Alex
and Makrides, Andreas",
title="Semi-{M}arkov Modelling for Multi-State Systems",
journal="Methodology and Computing in Applied Probability",
year="2016",
month="Jul",
day="25",
abstract="In this work we focus on multi state systems that we model by means of semi-Markov processes. The sojourn times are seen to be independent not identically distributed random variables and assumed to belong to a general class of distributions that includes several popular reliability distributions like the exponential, Weibull, and Pareto. We obtain maximum likelihood estimators of the parameters of interest and investigate their asymptotic properties. Plug-in type estimators are furnished for various quantities related to the system under study.",
issn="1573-7713",
doi="10.1007/s11009-016-9510-y",
url="http://dx.doi.org/10.1007/s11009-016-9510-y"
}

@article{Gu2016,
author = {Guglielmo D’Amico and Raimondo Manca and Chiara Corini and Filippo Petroni and Flavio Prattico},
title = {Tornadoes and related damage costs: statistical modelling with a semi-{M}arkov approach},
journal = {Geomatics, Natural Hazards and Risk},
volume = {7},
number = {5},
pages = {1600-1609},
year = {2016},
doi = {10.1080/19475705.2015.1124462},

URL = { 
        http://dx.doi.org/10.1080/19475705.2015.1124462
    
},
eprint = { 
        http://dx.doi.org/10.1080/19475705.2015.1124462
    
}

}

@Article{Gu2016b,
author="D'Amico, Guglielmo
and Janssen, Jacques
and Manca, Raimondo",
title="Downward migration credit risk problem: a non-homogeneous backward semi-{M}arkov reliability approach",
journal="Journal of the Operational Research Society",
year="2016",
month="Mar",
day="01",
volume="67",
number="3",
pages="393--401",
abstract="International organizations evaluate credit risk and rank firms according to risk by assigning them a `rating'. The time evolution of a rating can be studied by means of Markov models. Some papers have outlined the problem pertaining to the unsuitable fitting of Markov processes in a credit risk environment. This paper presents a model that overcomes the problems given by the Markov rating models. It includes non-homogeneity, the downward problem and the randomness of time in the transitions of states, thus making it possible to consider the duration inside a state in a complete way. In this paper, both, the transient and asymptotic analyses are presented. The asymptotic analysis is performed by using a mono-unireducible topological structure. Moreover, a real data application is conducted using the historical database of Standard {\&} Poor's as the source.",
issn="1476-9360",
doi="10.1057/jors.2015.35",
url="http://dx.doi.org/10.1057/jors.2015.35"
}

@Article{Votsi2012,
author="Votsi, Irene
and Limnios, Nikolaos
and Tsaklidis, George
and Papadimitriou, Eleftheria",
title="Estimation of the Expected Number of Earthquake Occurrences Based on Semi-{M}arkov Models",
journal="Methodology and Computing in Applied Probability",
year="2012",
month="Sep",
day="01",
volume="14",
number="3",
pages="685--703",
abstract="The present paper aims at the introduction of the semi-Markov model in continuous time as a candidate model for the description of seismicity patterns in time domain in the Northern Aegean Sea (Greece). Estimators of the semi-Markov kernels, Markov renewal functions and transition functions are calculated through a nonparametric method. Moreover, the hitting times for spatial occurrence of the strongest earthquakes as well as the confidence intervals of certain important indicators are estimated. Firstly, the classification of model states is based on earthquakes magnitude. The instantaneous earthquake occurrence rate between the states of the model as well as the total earthquake occurrence rate are calculated. In order to increase the consistency between the model and the process of earthquake generation, seismotectonic features have been incorporated as an important component in the model. Therefore, a new classification of states is proposed which combines both magnitude and fault orientation states. This model which takes into account seismotectonic features contributes significantly to the seismic hazard assessment in the region under study. The model is applied to earthquake catalogues for the Northern Aegean Sea, an area that accommodates high seismicity, being a key structure from the seismotectonic point of view.",
issn="1573-7713",
doi="10.1007/s11009-011-9257-4",
url="http://dx.doi.org/10.1007/s11009-011-9257-4"
}

