期刊名称：Journal of Reliability and Statistical Studies
印刷版ISSN：0974-8024
电子版ISSN：2229-5666
出版年度：2012
卷号：5
期号：Special Issue
页码：15-26
出版社：Ankur Printing Palace
摘要：This article is concerned with the estimation of the stationary distribution of a discrete-time semi-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
