Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes

DOI10.3150/20-BEJ1312zbMath1472.60115arXiv1901.10166MaRDI QIDQ1983611

Nathalie Krell, Emeline Schmisser

Publication date: 10 September 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.10166

zbMATH Keywords

model selectionnonparametric estimationpiecewise deterministic Markov processesjump rate

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Jump processes on general state spaces (60J76)

Related Items (2)

On the nonparametric inference of coefficients of self-exciting jump-diffusion ⋮ Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes

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