A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions
hal.structure.identifier | Biology, genetics and statistics [BIGS] | |
hal.structure.identifier | Institut Élie Cartan de Lorraine [IECL] | |
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 | GENADOT, Alexandre | |
dc.date.accessioned | 2024-04-04T03:14:36Z | |
dc.date.available | 2024-04-04T03:14:36Z | |
dc.date.issued | 2018 | |
dc.identifier.issn | 0361-0926 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194071 | |
dc.description.abstractEn | 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 of the jump rate of such a process with discrete transitions. We deduce from this result a nonparametric technique for estimating this feature of interest. We state the uniform convergence in probability of the estimator. The methodology is illustrated on a numerical example. | |
dc.language.iso | en | |
dc.publisher | Taylor & Francis | |
dc.subject.en | Piecewise-deterministic Markov process | |
dc.subject.en | Jump rate | |
dc.subject.en | Estimation | |
dc.subject.en | Discrete transitions | |
dc.title.en | A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1080/03610926.2017.1327072 | |
dc.subject.hal | Statistiques [stat]/Méthodologie [stat.ME] | |
dc.identifier.arxiv | 1606.06130 | |
bordeaux.journal | Communications in Statistics - Theory and Methods | |
bordeaux.page | 1812-1829 | |
bordeaux.volume | 47 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.issue | 8 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-01334847 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01334847v1 | |
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