Results 101 to 110 of about 1,363 (183)

Nonparametric estimation of the conditional distribution of the inter-jumping times for piecewise-deterministic Markov processes

open access: yes, 2012
This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process.
Dufour, François   +2 more
core  

Efficient Inference in First Passage Time Models. [PDF]

open access: yesStat Comput
Liu S, Fengler A, Frank MJ, Harrison MT.
europepmc   +1 more source

A method to compute the transition function of a piecewise deterministic Markov process with application to reliability

open access: yes
We study the time evolution of an increasing stochastic process governed by a first-order stochastic differential system. This defines a particular piecewise deterministic Markov process (PDMP).
Limnios, Nikolaos, Chiquet, Julien
core  

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