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

DOI10.1007/978-1-4614-4109-0_14zbMATH Open1315.60033OpenAlexW51622656MaRDI QIDQ5261012FDOQ5261012

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

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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)

Cites Work

• Title not available (Why is that?)
• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
• Empirical estimation for discrete-time semi-Markov processes with applications in reliability
• Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
• Markov Renewal Processes with Finitely Many States
• Markov Renewal Processes: Definitions and Preliminary Properties
• Nonparametric estimation for semi-Markov processes based on its hazard rate functions
• Nonparametric reliability estimation of semi-Markov processes
• A functional central limit theorem for the empirical estimator of a semi-Markov kernel
• Semi-Markov processes and reliability
• Nonparametric estimation based on censored observations of a Markov renewal process
• A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
• Empirical estimators for semi-Markov processes
• Estimation of the transition distributions of a Markov renewal process

Cited In (3)

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

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