Asymptotic normality in multi-dimension of nonparametric estimators for discrete-time semi-Markov chains
Statistics Theory
2023-04-11 v1 Probability
Statistics Theory
Abstract
The asymptotic normality in multi-dimension of the nonparametric estimator of the transition probabilities of a Markov renewal chain is proved, and is applied to that of other nonparametric estimators involved with the associated semi-Markov chain.
Keywords
Cite
@article{arxiv.2304.03924,
title = {Asymptotic normality in multi-dimension of nonparametric estimators for discrete-time semi-Markov chains},
author = {Hiroki Ogata and Luis Iván Hernández Ruíz and Kouji Yano},
journal= {arXiv preprint arXiv:2304.03924},
year = {2023}
}