The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions - Archive ouverte HAL
Article Dans Une Revue Theory of Probability and Mathematical Statistics Année : 2017

The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions

Résumé

In this paper we mainly deal with the uniform CLT for empirical estimator of a general state space semi-Markov process indexed by functions under the uniformly integrable entropy condition. A way to describe the uniform CLT is to translate the problem into martingale difference sequences to obtain the desired results.
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Dates et versions

hal-01764422 , version 1 (11-04-2018)

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Citer

Salim Bouzebda, Nikolaos Limnios. The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions. Theory of Probability and Mathematical Statistics, 2017, 96, pp.15-26. ⟨10.1090/tpms/1031⟩. ⟨hal-01764422⟩
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