Statistical inference for piecewise-deterministic Markov processes

DOI10.1002/9781119507338MaRDI QIDQ4684377zbMATH OpenOpenAlexFDO

Authors

Publication date 28 September 2018

Full work available at URL https://doi.org/10.1002/9781119507338

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(9)

• Piecewise deterministic Markov processes for continuous-time Monte Carlo
• Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
• Robust parametric inference for finite Markov chains
• Inferring the parameters of a Markov process from snapshots of the steady state
• Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes
• scientific article; zbMATH DE number 4189055 (Why is no real title available?)
• Strong laws of large numbers for a growth-fragmentation process with bounded cell sizes
• Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes
• Spatial point process models of defensive strategies: detecting changes

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