Nonparametric estimation of the stationary distribution of a discrete-time semi-Markov process

DOI10.1080/03610926.2013.768666MaRDI QIDQ5265833zbMATH OpenOpenAlexFDO

Authors Stylianos Georgiadis, N. Limnios

Publication date 29 July 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.768666

zbMATH Keywords

asymptotic propertiesnonparametric estimationstationary distributiondiscrete-time semi-Markov process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(14)

• Estimation of stationary probability of semi-Markov chains
• scientific article; zbMATH DE number 4009561 (Why is no real title available?)
• Stationary distributions of semistochastic processes with disturbances at random times and with random severity
• Bayesian nonparametric estimation of first passage distributions in semi-Markov processes
• Estimation of the stationary distribution of a semi-Markov chain
• scientific article; zbMATH DE number 2195318 (Why is no real title available?)
• Smoothed nonparametric estimation in window censored semi-Markov processes
• Estimation of the stationary distribution of semi-Markov processes with Borel state space
• scientific article; zbMATH DE number 1409890 (Why is no real title available?)
• Empirical Estimator of Stationary Distribution for Semi-Markov Processes
• Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations
• Exact MLE and asymptotic properties for nonparametric semi-Markov models
• Estimation of sojourn time distributions for cyclic semi-Markov processes in equilibrium
• Nonparametric estimation for semi-Markov processes based on its hazard rate functions

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