Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism
DOI10.1051/PS/2016013OpenAlexW2964125859WikidataQ105584646 ScholiaQ105584646MaRDI QIDQ2954232FDOQ2954232
Authors: Nathalie Krell
Publication date: 12 January 2017
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.2845
nonparametric estimationergodicity of Markov chainsjump rate estimationpiecewise deterministic Markov processes
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25)
Cites Work
- Title not available (Why is that?)
- Statistical models based on counting processes
- Title not available (Why is that?)
- Smoothed cross-validation
- Nonparametric inference for a family of counting processes
- Title not available (Why is that?)
- Ruin probabilities
- Statistical estimation of a growth-fragmentation model observed on a genealogical tree
- Exponential decay for the growth-fragmentation/cell-division equations
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Piecewise deterministic Markov process — recent results
- Total variation estimates for the TCP process
- A Markovian analysis of additive-increase multiplicative-decrease algorithms
- On the long time behavior of the TCP window size process
- Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes
- Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes
- Weak convergence of stochastic integrals related to counting processes
- AIMD algorithms and exponential functionals
- A storage model with random release rate for modeling exposure to food contaminants
- Quantitative speeds of convergence for exposure to food contaminants
- Statistical analysis of a dynamic model for dietary contaminant exposure
- Semi-parametric inference for the absorption features of a growth-fragmentation model
- A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process
Cited In (6)
- Rate estimation in partially observed Markov jump processes with measurement errors
- Non-parametric estimation of the spiking rate in systems of interacting neurons
- Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes
- Statistical estimation of jump rates for a specific class of Piecewise Deterministic Markov Processes
- Threshold estimation of Markov models with jumps and interest rate modeling
- A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions
This page was built for publication: Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2954232)