Semi-parametric inference for the absorption features of a growth-fragmentation model

Romain Azaïs () and Alexandre Genadot

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, vol. 24, issue 2, 360 pages

Abstract: In 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. Copyright Sociedad de Estadística e Investigación Operativa 2015

Keywords: Non-ergodic piecewise-deterministic Markov process; Growth-fragmentation process; Semi-parametric estimation; Absorption probability; Fredholm integral equation; 62M05; 93C30; 62G05 (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:24:y:2015:i:2:p:341-360

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DOI: 10.1007/s11749-014-0410-6

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