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

DOI10.1080/10485252.2012.715162zbMath1284.60052MaRDI 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 theorem; semi-Markov process; empirical estimator; semi-martingales; semi-Markov kernel

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

60G48: Generalizations of martingales

60K15: Markov renewal processes, semi-Markov processes

60F17: Functional limit theorems; invariance principles

Related Items

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

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