Anisimov, V. V.; Orazklichev, A. A. Asymptotic estimation of the parameters of recurrent processes of the semi-Markov type in transient states. (English. Russian original) Zbl 0862.60078 Theory Probab. Math. Stat. 49, 21-29 (1994); translation from Teor. Jmovirn. Mat. Stat. 49, 31-43 (1993). Asymptotic properties of maximum likelihood estimates as functions of the length of the observation interval are studied for recurrent processes of the semi-Markov type in transient states. Reviewer: J.Sztrik (Debrecen) MSC: 60K15 Markov renewal processes, semi-Markov processes 62A01 Foundations and philosophical topics in statistics 62G20 Asymptotic properties of nonparametric inference Keywords:maximum likelihood; recurrent process; transient state PDFBibTeX XMLCite \textit{V. V. Anisimov} and \textit{A. A. Orazklichev}, Theory Probab. Math. Stat. 49, 1 (1993; Zbl 0862.60078); translation from Teor. Jmovirn. Mat. Stat. 49, 31--43 (1993)