On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel

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

zbMATH Keywords

weak convergence; semimartingales; invariance principle; empirical estimator; discrete-time semi-Markov kernel

Mathematics Subject Classification ID

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

60K15: Markov renewal processes, semi-Markov processes

60F17: Functional limit theorems; invariance principles

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