Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes

DOI10.1214/12-AIHP503zbMath1293.62066arXiv1202.2211OpenAlexW2032643424MaRDI QIDQ376702

Romain Azaïs, Anne Gégout-Petit, François Dufour

Publication date: 19 November 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.2211

zbMATH Keywords

asymptotic consistencyNelson-Aalen estimatornonparametric estimationergodicity of Markov chainsjump rate estimationnon-homogeneous marked renewal process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Related Items

A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions ⋮ Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes ⋮ A hidden renewal model for monitoring aquatic systems biosensors ⋮ Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism

Uses Software

• timereg

Cites Work

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