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A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions

hal.structure.identifierBiology, genetics and statistics [BIGS]
hal.structure.identifierInstitut Élie Cartan de Lorraine [IECL]
dc.contributor.authorAZAÏS, Romain
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorGENADOT, Alexandre
dc.date.accessioned2024-04-04T03:14:36Z
dc.date.available2024-04-04T03:14:36Z
dc.date.issued2018
dc.identifier.issn0361-0926
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/194071
dc.description.abstractEnPiecewise-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.isoen
dc.publisherTaylor & Francis
dc.subject.enPiecewise-deterministic Markov process
dc.subject.enJump rate
dc.subject.enEstimation
dc.subject.enDiscrete transitions
dc.title.enA new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions
dc.typeArticle de revue
dc.identifier.doi10.1080/03610926.2017.1327072
dc.subject.halStatistiques [stat]/Méthodologie [stat.ME]
dc.identifier.arxiv1606.06130
bordeaux.journalCommunications in Statistics - Theory and Methods
bordeaux.page1812-1829
bordeaux.volume47
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.issue8
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-01334847
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01334847v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Communications%20in%20Statistics%20-%20Theory%20and%20Methods&rft.date=2018&rft.volume=47&rft.issue=8&rft.spage=1812-1829&rft.epage=1812-1829&rft.eissn=0361-0926&rft.issn=0361-0926&rft.au=AZA%C3%8FS,%20Romain&GENADOT,%20Alexandre&rft.genre=article


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