A functional central limit theorem for the empirical estimator of a semi-Markov kernel
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Publication:4819549
DOI10.1080/10485250310001622613zbMath1055.60028OpenAlexW2112127412MaRDI QIDQ4819549
Publication date: 27 September 2004
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250310001622613
Related Items (9)
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ Estimation for discrete-time semi-Markov reward processes: analysis and inference ⋮ Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel ⋮ On general bootstrap of empirical estimator of a semi-Markov kernel with applications ⋮ On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications ⋮ Empirical Estimator of Stationary Distribution for Semi-Markov Processes ⋮ The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions ⋮ On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel ⋮ A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
Cites Work
- Nonparametric estimation for semi-Markov processes based on its hazard rate functions
- Nonparametric reliability estimation of semi-Markov processes
- The rate of occurrence of failures for semi-Markov processes and estimation
- Estimation of the transition distributions of a Markov renewal process
- Nonparametric estimation based on censored observations of a Markov renewal process
- Semi-Markov models for partially censored data
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