Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism
DOI10.1051/ps/2016013OpenAlexW2964125859WikidataQ105584646 ScholiaQ105584646MaRDI QIDQ2954232
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 estimationpiecewise deterministic Markov processesergodicity of Markov chainsjump rate estimation
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25)
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Cites Work
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