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

DOI10.1111/sjos.12076zbMath1305.60066arXiv1202.2212WikidataQ98839719 ScholiaQ98839719MaRDI QIDQ2932768

Romain Azaïs, Anne Gégout-Petit, François Dufour

Publication date: 9 December 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.2212

zbMATH Keywords

asymptotic consistency; piecewise-deterministic Markov process; ergodicity of Markov chains; jump rate estimation; non-parametric estimation; Nelson--Aalen estimator

Mathematics Subject Classification ID

62G07: Density estimation

60J25: Continuous-time Markov processes on general state spaces

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