Estimation of the stationary distribution of a semi-Markov chain
This article is concerned with the estimation of the stationary distribution of a discretetime semi-Markov process. After briefly presenting the discrete-time semi-Markov setting, we propose an estimator of the associated stationary distribution. The main results concern the asymptotic properties of...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2012.
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| Subjects: | |
| Online Access: | Get fulltext |