Kernel estimators for semi-Markov processes

MaRDI QIDQ1881450zbMATH OpenFDO

Authors G. S. Atuncar, K. B. Athreya

Publication date 5 October 2004

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

kernel estimatorsemi-Markov processessojourn time distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(20)

• Higher-order kernel semiparametric M-estimation of long memory
• Choice of the smoothing parameter in the kernel estimation of the transition matrix of a semi-Markovian process
• On kernel estimators of density for reversible Markov chains
• Asymptotic normality of the kernel estimate for the Markovian transition operator
• Estimation for discrete-time semi-Markov reward processes: analysis and inference
• The expected cumulative operational time for finite semi-Markov systems and estimation
• Semiparametric inference with kernel likelihood
• scientific article; zbMATH DE number 4009561 (Why is no real title available?)
• Estimation of sojourn time distributions for cyclic semi-Markov processes in equilibrium
• On general bootstrap of empirical estimator of a semi-Markov kernel with applications
• scientific article; zbMATH DE number 1304824 (Why is no real title available?)
• scientific article; zbMATH DE number 1487758 (Why is no real title available?)
• 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
• A functional central limit theorem for the empirical estimator of a semi-Markov kernel
• On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes
• On the weak convergence of an empirical estimator of the discrete-time semi-Markov kernel
• Minimum divergence estimators for the Radon-Nikodym derivatives of the semi-Markov kernel
• On the consistency of a kernel estimator of the distribution density of the sojourn time in a fixed state for semi-Markov processes.
• On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions

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