Nonparametric estimation of the expected accumulated reward for semi-Markov chains

Título inglés	Nonparametric estimation of the expected accumulated reward for semi-Markov chains
Autor/es	Guglielmo d'Amico
Revista	1696-2281
Publicación	2009, 33 (2): 159-170
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	In this paper a nonparametric estimator of the expected value of a discounted semi-Markov reward chain is proposed. Its asymptotic properties are established and as a consequence of the asymptotic normality the confidence sets are obtained. An application in quality of life modelling is described.
Palabras clave inglés	Discrete semi-Markov processes, empirical estimators, asymptotic properties, quality of life.
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