离散时间半马尔可夫链非参数估计量的多维渐近正态性
统计理论
2023-04-11 v1 概率论
统计理论
摘要
证明了马尔可夫更新链转移概率非参数估计量在多维下的渐近正态性，并应用于相关半马尔可夫链所涉及的其他非参数估计量。
引用
@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}
}