On the weak convergence of an empirical estimator of the discrete-time semi-Markov kernel

DOI10.1007/978-1-4614-4109-0_14MaRDI QIDQ5261012zbMATH OpenOpenAlexFDO

Authors Stylianos Georgiadis, N. Limnios

Publication date 1 July 2015

Published in Applications of Mathematics and Informatics in Military Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-4109-0_14

zbMATH Keywords

weak convergenceinvariance principlesemimartingalesempirical estimatordiscrete-time semi-Markov kernel

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• A functional central limit theorem for the empirical estimator of a semi-Markov kernel
• A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
• Empirical estimation for discrete-time semi-Markov processes with applications in reliability
• Empirical estimators for semi-Markov processes
• Estimation of the transition distributions of a Markov renewal process
• Markov Renewal Processes with Finitely Many States
• Markov Renewal Processes: Definitions and Preliminary Properties
• Nonparametric estimation based on censored observations of a Markov renewal process
• Nonparametric estimation for semi-Markov processes based on its hazard rate functions
• Nonparametric reliability estimation of semi-Markov processes
• Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
• Semi-Markov processes and reliability

Cited in

(5)

• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
• Estimation of the stationary distribution of semi-Markov processes with Borel state space
• Kernel estimators for semi-Markov processes
• A functional central limit theorem for the empirical estimator of a semi-Markov kernel
• Estimation for discrete-time semi-Markov reward processes: analysis and inference

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