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Exact MLE and asymptotic properties for nonparametric semi-Markov models - MaRDI portal

Exact MLE and asymptotic properties for nonparametric semi-Markov models (Q123202)

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Exact MLE and asymptotic properties for nonparametric semi-Markov models
scientific article

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    719-739
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    September 2011
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    21 December 2011
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    Exact MLE and asymptotic properties for nonparametric semi-Markov models (English)
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    asymptotic efficiency
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    asymptotic normality
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    backward recurrence times
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    consistency
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    maximum-likelihood estimation
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    nonparametric estimation
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