Minimum divergence estimators for the Radon–Nikodym derivatives of the semi-Markov kernel

DOI10.1080/02331888.2015.1060239zbMath1343.60129OpenAlexW2206118556MaRDI QIDQ5739678

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Publication date: 19 July 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1060239

zbMATH Keywords

kernel estimationsemi-Markov processesdivergence measuresRadon-Nikodym derivatives

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Renewal theory (60K05)

Related Items (2)

The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes

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