On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel
From MaRDI portal
Publication:5261012
DOI10.1007/978-1-4614-4109-0_14zbMath1315.60033MaRDI QIDQ5261012
Stylianos Georgiadis, Nikolaos 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
weak convergence; semimartingales; invariance principle; empirical estimator; discrete-time semi-Markov kernel
62G05: Nonparametric estimation
60F05: Central limit and other weak theorems
60K15: Markov renewal processes, semi-Markov processes
60F17: Functional limit theorems; invariance principles
Cites Work
- Unnamed Item
- Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
- Empirical estimators for semi-Markov processes
- Nonparametric estimation for semi-Markov processes based on its hazard rate functions
- Nonparametric reliability estimation of semi-Markov processes
- Estimation of the transition distributions of a Markov renewal process
- A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
- Nonparametric estimation based on censored observations of a Markov renewal process
- A functional central limit theorem for the empirical estimator of a 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
- Markov Renewal Processes with Finitely Many States
- Markov Renewal Processes: Definitions and Preliminary Properties
- Semi-Markov processes and reliability