A functional central limit theorem for the empirical estimator of a semi-Markov kernel

DOI10.1080/10485250310001622613zbMath1055.60028MaRDI QIDQ4819549

Nikolaos Limnios

Publication date: 27 September 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001622613

zbMATH Keywords

functional central limit theorem; semi-Markov process; empirical estimator; semi-Markov kernel

Mathematics Subject Classification ID

60F17: Functional limit theorems; invariance principles

Related Items

On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications, Empirical Estimator of Stationary Distribution for Semi-Markov Processes, 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, Estimation for discrete-time semi-Markov reward processes: analysis and inference, Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel, On general bootstrap of empirical estimator of a semi-Markov kernel with applications, A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel

Cites Work

• Nonparametric estimation for semi-Markov processes based on its hazard rate functions
• Nonparametric reliability estimation of semi-Markov processes
• The rate of occurrence of failures for semi-Markov processes and estimation
• Estimation of the transition distributions of a Markov renewal process
• Nonparametric estimation based on censored observations of a Markov renewal process
• Semi-Markov models for partially censored data