A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions
From MaRDI portal
Publication:4563492
DOI10.1080/03610926.2017.1327072zbMath1392.62247arXiv1606.06130OpenAlexW2963431493MaRDI QIDQ4563492
Alexandre Genadot, Romain Azaïs
Publication date: 1 June 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.06130
Related Items (2)
Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes ⋮ Convergence rates for semistochastic processes
Cites Work
- Unnamed Item
- Unnamed Item
- Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes
- Numerical method for expectations of piecewise deterministic Markov processes
- Optimal choice among a class of nonparametric estimators of the jump rate for piecewise-deterministic Markov processes
- Minimal time spiking in various ChR2-controlled neuron models
- Nonparametric Bayes estimators based on beta processes in models for life history data
- Smoothing counting process intensities by means of kernel functions
- Nonparametric inference for a family of counting processes
- On Bernstein-type inequalities for martingales.
- Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process
- Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes
- Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism
- Piecewise deterministic Markov process — recent results
- Central limit theorems for local martingales
- Statistical models based on counting processes
This page was built for publication: A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions
