On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel
DOI10.1007/978-1-4614-4109-0_14zbMath1315.60033OpenAlexW51622656MaRDI QIDQ5261012
Stylianos Georgiadis, Nikolaos Limnios
Publication date: 1 July 2015
Published in: Applications of Mathematics and Informatics in Military Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-4109-0_14
weak convergencesemimartingalesinvariance principleempirical estimatordiscrete-time semi-Markov kernel
Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Markov renewal processes, semi-Markov processes (60K15) Functional limit theorems; invariance principles (60F17)
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