Optimality of estimators for misspecified semi-Markov models
DOI10.1080/17442500701841008zbMath1135.62065arXiv0712.3451OpenAlexW2094781677MaRDI QIDQ3498582
Anton Schick, Wolfgang Wefelmeyer, Ursula U. Müller
Publication date: 15 May 2008
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.3451
Markov renewal processlocal asymptotic normalityasymptotically linear estimatorHellinger differentiability
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
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