Optimal choice among a class of nonparametric estimators of the jump rate for piecewise-deterministic Markov processes

DOI10.1214/16-EJS1207zbMath1353.62091arXiv1506.07722OpenAlexW2242531850MaRDI QIDQ502830

Romain Azaïs, Aurélie Muller-Gueudin

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.07722

zbMATH Keywords

cross-validationkernel methodnonparametric estimationpiecewise-deterministic Markov processjump rate

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25)

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