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12 p, 247.5 KB Nonparametric estimation of the expected accumulated reward for semi-Markov chains / D'Amico, Guglielmo
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. [...]
2009
SORT : statistics and operations research transactions, Vol. 33, Núm. 2 (July-December 2009) , p. 159-170  

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