Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes
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References listed on IDEAS
- Chiquet, Julien & Limnios, Nikolaos, 2008. "A method to compute the transition function of a piecewise deterministic Markov process with application to reliability," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1397-1403, September.
- Utikal, Klaus J., 1993. "Nonparametric inference for a doubly stochastic Poisson process," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 331-349, April.
- Utikal, Klaus J., 1997. "Nonparametric inference for Markovian interval processes," Stochastic Processes and their Applications, Elsevier, vol. 67(1), pages 1-23, April.
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Cited by:
- Frédéric Lavancier & Ronan Le Guével, 2021. "Spatial birth–death–move processes: Basic properties and estimation of their intensity functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(4), pages 798-825, September.
- Hoffmann, Marc & Marguet, Aline, 2019. "Statistical estimation in a randomly structured branching population," Stochastic Processes and their Applications, Elsevier, vol. 129(12), pages 5236-5277.
- Josef Anton Strini & Stefan Thonhauser, 2020. "On Computations in Renewal Risk Models—Analytical and Statistical Aspects," Risks, MDPI, vol. 8(1), pages 1-20, March.
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