On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel
作者： Stylianos Georgiadis , Nikolaos Limnios
DOI: 10.1007/978-1-4614-4109-0_14
关键词: Consistent estimator 、 Minimum-variance unbiased estimator 、 Markov kernel 、 Convergence tests 、 Mathematics 、 Applied mathematics 、 Estimator 、 Minimax estimator 、 Weak convergence 、 Kernel (statistics)
摘要: In this chapter, we consider the discrete-time semi-Markov processes with finite state space and empirical estimator of kernel. The basic definitions concerning are presented. We study weak convergence Next, present corresponding theorem for some related measures. proofs our results based on semimartingales.
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