Empirical Estimator of Stationary Distribution for Semi-Markov Processes

DOI10.1081/STA-200054441zbMath1067.62088MaRDI QIDQ4681060

Amr Sadek, Brahim Ouhbi, Nikolaos Limnios

Publication date: 14 June 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

asymptotic properties; Markov chain; stationary distribution; semi-Markov process; mean sojourn time

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G20: Asymptotic properties of nonparametric inference

62M05: Markov processes: estimation; hidden Markov models

60F15: Strong limit theorems

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