Still up in the air. I mean, it seems that Leanne must have returned him to life by recalling his very young spirit back by placing it within the reborn doll, as his true physical self was probably secretly buried by his deeply sorrowful father, uncle and grandfather while the deeply bereaved Dorothy was catatonic.
Or Leanne managed to use her ever developing supernatural abilities to ensure that her presence alone is what maintains Jericho's vital essence in the earthly plane or whatever.