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

DOI10.1111/sjos.12076zbMath1305.60066arXiv1202.2212OpenAlexW1674440840WikidataQ98839719 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 consistencypiecewise-deterministic Markov processergodicity of Markov chainsjump rate estimationnon-parametric estimationNelson--Aalen estimator

Mathematics Subject Classification ID

Density estimation (62G07) Continuous-time Markov processes on general state spaces (60J25)

Related Items (8)

A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions ⋮ Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes ⋮ Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism ⋮ Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes ⋮ Non-parametric estimation of the spiking rate in systems of interacting neurons ⋮ Statistical estimation in a randomly structured branching population ⋮ A Central Limit Theorem for punctuated equilibrium ⋮ Semi-parametric inference for the absorption features of a growth-fragmentation model

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