Nonparametric estimation of the conditional distribution of the inter-jumping times for piecewise-deterministic Markov processes
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | AZAÏS, Romain | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | DUFOUR, François | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | GÉGOUT-PETIT, Anne | |
| dc.date.accessioned | 2024-04-04T02:23:59Z | |
| dc.date.available | 2024-04-04T02:23:59Z | |
| dc.date.created | 2012-07-11 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189782 | |
| dc.description.abstractEn | This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a long time interval. Our method relies on a generalization of Aalen's multiplicative intensity model. We prove the uniform consistency of our estimator, under some reasonable assumptions related to the primitive characteristics of the process. A simulation example illustrates the behavior of our estimator. | |
| dc.language.iso | en | |
| dc.title.en | Nonparametric estimation of the conditional distribution of the inter-jumping times for piecewise-deterministic Markov processes | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| dc.identifier.arxiv | 1202.2212 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-00759064 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00759064v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=AZA%C3%8FS,%20Romain&DUFOUR,%20Fran%C3%A7ois&G%C3%89GOUT-PETIT,%20Anne&rft.genre=preprint |
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