Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space

DOI10.1080/03610920802065081zbMath1292.60037OpenAlexW1994484497MaRDI QIDQ5494951

Claudio Macci

Publication date: 30 July 2014

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

Full work available at URL: https://doi.org/10.1080/03610920802065081

zbMATH Keywords

large deviationsstationary distributionsemi-Markov processcontinuous time Markov chaingamma sojourn process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10)

Related Items

The properties and applications of relative retracts ⋮ Large deviation principles for telegraph processes ⋮ Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process

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