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On the limit distribution of a second-order semi-Markov chain in state and duration.

Authors :
D'Amico, Guglielmo
Petroni, Filippo
Prattico, Flavio
Source :
Communications in Statistics: Theory & Methods; 2017, Vol. 46 Issue 12, p5994-5999, 6p
Publication Year :
2017

Abstract

In this paper, we derive conditions under which second-order semi-Markov chains in state and duration admits a limit distribution. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
46
Issue :
12
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
121611936
Full Text :
https://doi.org/10.1080/03610926.2015.1116574