Nonparametric estimators for Markov step processes

DOI10.1016/0304-4149(94)90097-3zbMath0807.62060OpenAlexW1982548210MaRDI QIDQ1336983

Wolfgang Wefelmeyer, Prescilla E. Greenwood

Publication date: 1 March 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90097-3

zbMATH Keywords

efficient estimatorsfinite state spacearbitrary state spacetransition distributionHarris recurrent, uniformly ergodic embedded Markov chainhomogeneous, continuous-time Markov step processmean holding time

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Efficient Estimation for Semiparametric Semi-Markov Processes ⋮ Optimality of estimators for misspecified semi-Markov models ⋮ On non-parametric estimation of the Lévy kernel of Markov processes ⋮ Nonparametric methods of inference for finite-state, inhomogeneous Markov processes

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