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

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

2012-02-10

arxiv.org/abs/1202.2211v1

Mathematics

Statistics Theory

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-275369