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

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.

Detalhes bibliográficos
Autor: D'Amico, Guglielmo
Tipo de documento: artigo
Data de publicação:2009
País:España
Recursos:Universitat Autònoma de Barcelona
Repositório:Dipòsit Digital de Documents de la UAB
Idioma:inglês
OAI Identifier:oai:ddd.uab.cat:97700
Acesso em linha:https://ddd.uab.cat/record/97700
Access Level:Acceso aberto
Palavra-chave:Discrete semi-Markov processes
Empirical estimators
Asymptotic properties
Quality of life
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spelling Nonparametric estimation of the expected accumulated reward for semi-Markov chainsD'Amico, GuglielmoDiscrete semi-Markov processesEmpirical estimatorsAsymptotic propertiesQuality of lifeIn 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. 22009-01-0120092009-01-01Articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfhttps://ddd.uab.cat/record/97700reponame:Dipòsit Digital de Documents de la UABinstname:Universitat Autònoma de BarcelonaInglésengopen accesshttp://purl.org/coar/access_right/c_abf2Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.https://creativecommons.org/licenses/by-nc-nd/3.0/info:eu-repo/semantics/openAccessoai:ddd.uab.cat:977002026-06-06T12:50:31Z
dc.title.none.fl_str_mv Nonparametric estimation of the expected accumulated reward for semi-Markov chains
title Nonparametric estimation of the expected accumulated reward for semi-Markov chains
spellingShingle Nonparametric estimation of the expected accumulated reward for semi-Markov chains
D'Amico, Guglielmo
Discrete semi-Markov processes
Empirical estimators
Asymptotic properties
Quality of life
title_short Nonparametric estimation of the expected accumulated reward for semi-Markov chains
title_full Nonparametric estimation of the expected accumulated reward for semi-Markov chains
title_fullStr Nonparametric estimation of the expected accumulated reward for semi-Markov chains
title_full_unstemmed Nonparametric estimation of the expected accumulated reward for semi-Markov chains
title_sort Nonparametric estimation of the expected accumulated reward for semi-Markov chains
dc.creator.none.fl_str_mv D'Amico, Guglielmo
author D'Amico, Guglielmo
author_facet D'Amico, Guglielmo
author_role author
dc.subject.none.fl_str_mv Discrete semi-Markov processes
Empirical estimators
Asymptotic properties
Quality of life
topic Discrete semi-Markov processes
Empirical estimators
Asymptotic properties
Quality of life
description 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.
publishDate 2009
dc.date.none.fl_str_mv 2
2009-01-01
2009
2009-01-01
dc.type.none.fl_str_mv Article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://ddd.uab.cat/record/97700
url https://ddd.uab.cat/record/97700
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/3.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/3.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Dipòsit Digital de Documents de la UAB
instname:Universitat Autònoma de Barcelona
instname_str Universitat Autònoma de Barcelona
reponame_str Dipòsit Digital de Documents de la UAB
collection Dipòsit Digital de Documents de la UAB
repository.name.fl_str_mv
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