Estimation of the stationary distribution of semi-Markov processes with Borel state space
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Publication:2497817
DOI10.1016/j.spl.2006.03.015zbMath1095.62103OpenAlexW2044137577MaRDI QIDQ2497817
Publication date: 4 August 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.03.015
Markov renewal processweak invariance principlestationary distributionstrong consistencysemi-Markov processstrong invariance principle
Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Functional limit theorems; invariance principles (60F17)
Related Items (4)
Large deviation principle for additive functionals of semi-Markov processes ⋮ Estimation of stationary probability of semi-Markov chains ⋮ Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space ⋮ Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process
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