Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes
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Publication:5407018
DOI10.1239/jap/1389370091zbMath1429.62365OpenAlexW2009969275MaRDI QIDQ5407018
Publication date: 4 April 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1389370091
local timestationary densitynonparametric estimationuniform consistencypiecewise-deterministic Markov process
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Local time and additive functionals (60J55)
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Cites Work
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