Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism

DOI10.1051/PS/2016013MaRDI QIDQ2954232zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

nonparametric estimationergodicity of Markov chainsjump rate estimationpiecewise deterministic Markov processes

Mathematics Subject Classification ID

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)

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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

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