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dc.contributor.authorAzaïs, Romain*
dc.contributor.authorGenadot, Alexandre*
dc.date.accessioned2014-12-03T14:31:12Z
dc.date.available2014-12-03T14:31:12Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/14354
dc.language.isoenen
dc.subjectNon-ergodic piecewise-deterministic Markov processen
dc.subjectGrowth-fragmentation processen
dc.subjectSemi-parametric estimationen
dc.subjectAbsorption probabilityen
dc.subjectFredholm integral equationen
dc.subject.ddc519en
dc.titleSemi-parametric inference for the absorption features of a growth-fragmentation modelen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherInria Nancy-Grand Est, Team BIGS, Institut Élie Cartan de Lorraine;France
dc.description.abstractenIn the present paper, we focus on semi-parametric methods for estimating the absorption probability and the distribution of the absorbing time of a growth-fragmentation model observed within a long time interval. We establish that the absorption probability is the unique solution in an appropriate space of a Fredholm equation of the second kind whose parameters are unknown. We estimate this important characteristic of the underlying process by solving numerically the estimated Fredholm equation. Even if the study has been conducted for a particular model, our method is quite general.en
dc.relation.isversionofjnlnameTEST
dc.relation.isversionofjnlvol24
dc.relation.isversionofjnlissue2
dc.relation.isversionofjnldate2014
dc.relation.isversionofjnlpages341-360
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s11749-014-0410-6en
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
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