Asymptotic normality in multi-dimension of nonparametric estimators for discrete-time semi-Markov chains

04/08/2023

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by   Hiroki Ogata, et al.

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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.