AZAÏS, Romain; DUFOUR, François; GÉGOUT-PETIT, Anne

doi:10.1214/12-AIHP503

Metadatos

Mostrar el registro completo del ítem

Licencia de uso del documento

AZAÏS, Romain
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]

DUFOUR, François
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]

GÉGOUT-PETIT, Anne
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]

Idioma

Article de revue

Este ítem está publicado en

Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. 2013, vol. 49, n° 4, p. 1204-1231

Institut Henri Poincaré (IHP)

Resumen en inglés

This paper is devoted to the nonparametric estimation of the jump rate and the cumulative rate for a general class of non-homogeneous marked renewal processes, defined on a separable metric space. In our framework, the estimation needs only one observation of the process within a long time. Our approach is based on a generalization of the multiplicative intensity model, introduced by Aalen in the seventies. We provide consistent estimators of these two functions, under some assumptions related to the ergodicity of an embedded chain and the characteristics of the process. The paper is illustrated by a numerical example.< Leer menos

Metadatos

Compartir este ítem

Licencia de uso del documento

Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes

Idioma

Este ítem está publicado en

Resumen en inglés

URI

DOI

Orígen

Centros de investigación