A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel

DOI10.1080/10485252.2012.715162zbMath1284.60052OpenAlexW2058965999MaRDI 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

zbMATH Keywords

functional central limit theoremsemi-Markov processempirical estimatorsemi-martingalessemi-Markov kernel

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Markov renewal processes, semi-Markov processes (60K15) Functional limit theorems; invariance principles (60F17)

Related Items (4)

The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ 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 ⋮ On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel

Cites Work

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• Nonparametric estimation for semi-Markov processes based on its hazard rate functions
• Nonparametric reliability estimation of semi-Markov processes
• Estimation of the transition distributions of a Markov renewal process
• Nonparametric estimation based on censored observations of a Markov renewal process
• Empirical Estimator of Stationary Distribution for Semi-Markov Processes
• A functional central limit theorem for the empirical estimator of a semi-Markov kernel
• Markov Renewal Processes with Finitely Many States
• Markov Renewal Processes: Definitions and Preliminary Properties

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