Estimation of the stationary distribution of a semi-Markov chain
Barbu, Vlad, Bulla, Jan and Maruotti, Antonello (2012) Estimation of the stationary distribution of a semi-Markov chain. Journal of Reliability and Statistical Studies, 5, 15-26. (In Press).
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Description/Abstract
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 this estimator, as the sample size becomes large. A numerical example
illustrates the asymptotic properties of the estimators.
| Item Type: | Article |
|---|---|
| ISSNs: | 0974-8024 (print) 2229-5666 (electronic) |
| Related URLs: | |
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | Faculty of Social and Human Sciences > Southampton Statistical Sciences Research Institute Faculty of Social and Human Sciences > Mathematics > Statistics |
| Item ID: | 341223 |
| Date Deposited: | 18 Jul 2012 13:25 |
| Last Modified: | 06 Dec 2012 15:40 |
| Contributors: | Barbu, Vlad (Author) Bulla, Jan (Author) Maruotti, Antonello (Author) |
| Date: | 2012 |
| Status: | In Press |
| URI: | http://eprints.soton.ac.uk/id/eprint/341223 |
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