Estimation of the stationary distribution of semi-Markov processes with Borel state space
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Publication:2497817
DOI10.1016/j.spl.2006.03.015zbMath1095.62103MaRDI 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 process; weak invariance principle; stationary distribution; strong consistency; semi-Markov process; strong invariance principle
62M09: Non-Markovian processes: estimation
62M05: Markov processes: estimation; hidden Markov models
60F17: Functional limit theorems; invariance principles
Related Items
Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process, Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space, Large deviation principle for additive functionals of semi-Markov processes, Estimation of stationary probability of semi-Markov chains
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