Estimation for discrete-time semi-Markov reward processes: analysis and inference

DOI10.1007/s11009-015-9468-1zbMath1351.60116OpenAlexW2224949613MaRDI QIDQ340132

Mohammad Hasan, M. Dambrine

Publication date: 11 November 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-015-9468-1

zbMATH Keywords

asymptotic normalitydelta methodstrong consistencyempirical estimatordiscrete-time semi-Markov processesreward process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Markov renewal processes, semi-Markov processes (60K15)

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