Comportement asymptotique de la matrice de renouvellement markovien

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 325, Issue 8, 1997, Pages 921-924

  Ouhbi, Brahim ^a   Limnios, Nikolaos ^a  

^a UNIVERSITÉ DE TECHNOLOGIE DE COMPIÈGNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031257869     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(97)80139-5     Document Type: Article

References (5)

1. Frees E.W. Nonparametric renewal function estimation. Ann. Statis. 14:1986;1366-1378.
2. Harel M., O'cinneide C.A., Schneider H. Asymptotics of the sample renewal function. J. Math. Anal. Appl. 189:1995;240-255.
3. Schneider H., Lin B.-S., O'cinneide C.A. Comparison of nonparametric estimators for the renewal function. Appl. Statist. 39:(1):1990;55-61.
4. Ouhbi B., Limnios N. Nonparametric estimation for semi-Markov kernels with application to reliability analysis. Appl. Stochast. Mod. and Data Anal. 12:(4):1996;209-220.
5. Pyke R., Schaufele R. Limit theorems for Markov renewal process. Ann. Math. Statist. 35:1964;1746-1764.