| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154317 | Statistics & Probability Letters | 2006 | 7 Pages |
Abstract
We present an empirical estimator of the stationary distribution of continuous time semi-Markov processes with Borel state space. It comes as a particular case of an estimator of a linear functional of the stationary distribution. We give asymptotic results for strong consistency, and the weak and strong invariance principles.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
N. Limnios,