Empirical estimators for semi-Markov processes
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Publication:1360377
zbMath0872.62038MaRDI QIDQ1360377
Wolfgang Wefelmeyer, Prescilla E. Greenwood
Publication date: 19 October 1997
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
efficiency; local asymptotic normality; linear functionals; semi-Markov process; transition distributions; empirical estimators; invariant distribution
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
62M05: Markov processes: estimation; hidden Markov models
60K15: Markov renewal processes, semi-Markov processes
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