Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes
Author(s) -
Nathalie Krell,
Émeline Schmisser
Publication year - 2021
Publication title -
bernoulli
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.814
H-Index - 72
eISSN - 1573-9759
pISSN - 1350-7265
DOI - 10.3150/20-bej1312
Subject(s) - mathematics , estimator , piecewise , jump , adaptive estimator , minimax , ergodicity , upper and lower bounds , markov process , nonparametric statistics , statistics , mathematical optimization , mathematical analysis , physics , quantum mechanics
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