On the consistency of a kernel estimator of the distribution density of the sojourn time in a fixed state for semi-Markov processes.

DOI10.1023/A:1009525306506zbMath1136.62335MaRDI QIDQ5942234

B. R. Shamsuddinov

Publication date: 28 August 2001

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)

Related Items (1)

On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes

This page was built for publication: On the consistency of a kernel estimator of the distribution density of the sojourn time in a fixed state for semi-Markov processes.