A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
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Publication:3145413
DOI10.1080/10485252.2012.715162zbMath1284.60052MaRDI QIDQ3145413
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Publication date: 20 December 2012
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2012.715162
functional central limit theorem; semi-Markov process; empirical estimator; semi-martingales; semi-Markov kernel
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
60F05: Central limit and other weak theorems
60G48: Generalizations of martingales
60K15: Markov renewal processes, semi-Markov processes
60F17: Functional limit theorems; invariance principles
Related Items
On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel
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