Variance of statistical parameter estimates of a semi-Markov process with a finite state space

zbMATH Open0826.62063MaRDI QIDQ1897988

E. I. Shkol'nyj

Publication date: 17 September 1995

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityasymptotic consistencyasymptotic unbiasednessgeneralized semi-Markov processfinite state spacegeneralized transition function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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