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

DOI10.1051/ps/2016013OpenAlexW2964125859WikidataQ105584646 ScholiaQ105584646MaRDI QIDQ2954232

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 estimationpiecewise deterministic Markov processesergodicity of Markov chainsjump rate estimation

Mathematics Subject Classification ID

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)

Related Items (3)

A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions ⋮ Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes ⋮ Non-parametric estimation of the spiking rate in systems of interacting neurons

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