Empirical Estimator of Stationary Distribution for Semi-Markov Processes

DOI10.1081/STA-200054441zbMath1067.62088MaRDI QIDQ4681060

Amr Sadek, Brahim Ouhbi, Nikolaos Limnios

Publication date: 14 June 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiesMarkov chainstationary distributionsemi-Markov processmean sojourn time

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15)

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• Semi-Markov models for partially censored data
• A functional central limit theorem for the empirical estimator of a semi-Markov kernel
• Statistical models based on counting processes

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