Non-parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes (Q2932768)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Non-parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes |
scientific article |
Statements
Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes (English)
0 references
9 December 2014
0 references
piecewise-deterministic Markov process
0 references
ergodicity of Markov chains
0 references
non-parametric estimation
0 references
jump rate estimation
0 references
Nelson--Aalen estimator
0 references
asymptotic consistency
0 references
0 references
0 references
0 references
0.8838209509849548
0 references
0.863787829875946
0 references
0.8613952398300171
0 references
0.8407770991325378
0 references
0.8335064053535461
0 references
