Semi-parametric inference for the absorption features of a growth-fragmentation model
GENADOT, Alexandre
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Quality control and dynamic reliability [CQFD]
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Quality control and dynamic reliability [CQFD]
GENADOT, Alexandre
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Quality control and dynamic reliability [CQFD]
< Réduire
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Quality control and dynamic reliability [CQFD]
Langue
en
Article de revue
Ce document a été publié dans
Test. 2014-10-31p. 20
Spanish Society of Statistics and Operations Research/Springer
Résumé en anglais
In the present paper, we focus on semi-parametric methods for estimating the absorption probability and the distribution of the absorbing time of a growth-fragmentation model observed within a long time interval. We establish ...Lire la suite >
In the present paper, we focus on semi-parametric methods for estimating the absorption probability and the distribution of the absorbing time of a growth-fragmentation model observed within a long time interval. We establish that the absorption probability is the unique solution in an appropriate space of a Fredholm equation of the second kind whose parameters are unknown. We estimate this important characteristic of the underlying process by solving numerically the estimated Fredholm equation. Even if the study has been conducted for a particular model, our method is quite general.< Réduire
Mots clés en anglais
Growth-fragmentation process
Non ergodic piecewise-deterministic Markov process
Fredholm integral equation
Absorbing probability
Semi- parametric estimation
Origine
Importé de halUnités de recherche