Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes (Q2932768)

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Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes
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    Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes (English)
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    9 December 2014
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    piecewise-deterministic Markov process
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    ergodicity of Markov chains
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    non-parametric estimation
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    jump rate estimation
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    Nelson--Aalen estimator
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    asymptotic consistency
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