Nonparametric estimators for Markov step processes
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Publication:1336983
DOI10.1016/0304-4149(94)90097-3zbMath0807.62060OpenAlexW1982548210MaRDI QIDQ1336983
Wolfgang Wefelmeyer, Prescilla E. Greenwood
Publication date: 1 March 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90097-3
efficient estimatorsfinite state spacearbitrary state spacetransition distributionHarris recurrent, uniformly ergodic embedded Markov chainhomogeneous, continuous-time Markov step processmean holding time
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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Efficient Estimation for Semiparametric Semi-Markov Processes ⋮ Optimality of estimators for misspecified semi-Markov models ⋮ On non-parametric estimation of the Lévy kernel of Markov processes ⋮ Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
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