Estimation for discrete-time semi-Markov reward processes: analysis and inference

DOI10.1007/s11009-015-9468-1zbMath1351.60116MaRDI QIDQ340132

Mohammad Hasan, M. Dambrine

Publication date: 11 November 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-015-9468-1

zbMATH Keywords

asymptotic normality; delta method; strong consistency; empirical estimator; discrete-time semi-Markov processes; reward process

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60K15: Markov renewal processes, semi-Markov processes