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

Bouzebda, S.; Limnios, N.

doi:10.1090/tpms/1031

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

Authors: S. Bouzebda and N. Limnios
Journal: Theor. Probability and Math. Statist. 96 (2018), 15-26
MSC (2010): Primary 60J28, 60K15, 60G09, 62F40
DOI: https://doi.org/10.1090/tpms/1031
Published electronically: October 5, 2018
MathSciNet review: 3910751
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Abstract: 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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