%0 Journal Article
%T ESTIMATION OF THE STATIONARY DISTRIBUTION OF A SEMI-MARKOV CHAIN
%A Vlad Stefan Barbu
%A Jan Bulla
%A Antonello Maruotti
%J Journal of Reliability and Statistical Studies
%D 2012
%I Ankur Printing Palace
%X This article is concerned with the estimation of the stationary distribution of a discretetimesemi-Markov process. After briefly presenting the discrete-time semi-Markov setting, wepropose an estimator of the associated stationary distribution. The main results concern theasymptotic properties of this estimator, as the sample size becomes large. A numerical exampleillustrates the asymptotic properties of the estimators.
%K semi-Markov chains
%K stationary distribution
%K nonparametric estimation
%K asymptotic properties.
%U http://www.jrss.in/data/5S02.pdf