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

Guglielmo D´Amico

Ayuda

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

Autores: Guglielmo D´Amico
Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 33, Nº. 2, 2009, págs. 159-170
Idioma: inglés
Enlaces
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Resumen
- 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.
  
  Keywords: Discrete semi-Markov processes, empirical estimators, asymptotic properties, quality of life.
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