A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions
Langue
en
Article de revue
Ce document a été publié dans
Communications in Statistics - Theory and Methods. 2018, vol. 47, n° 8, p. 1812-1829
Taylor & Francis
Résumé en anglais
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization ...Lire la suite >
Mots clés en anglais
Piecewise-deterministic Markov process
Jump rate
Estimation
Discrete transitions