Author： Nikolaos Limnios
Publisher： Taylor & Francis Ltd
ISSN： 1048-5252
Source： Journal of Nonparametric Statistics, Vol.16, Iss.1-2, 2004-02, pp. : 13-18
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Abstract
In this paper we present the invariance principle for the empirical estimator of the semi-Markov kernels and of the conditional transition probabilities for semi-Markov processes with countable state space. The proof is performed through a martingale approach. Finally, an application to alternating renewal process is given.
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