0000000000658294

AUTHOR

Cindy Frascolla

showing 2 related works from this author

Hypothesis testing for Panels of Semi-Markov Processes with parametric sojourn time distributions

2022

This work deals with the asymptotic properties of maximum likelihood estimators for semi-Markov processes with parametric sojourn time distributions. It is motivated by the comparison, via a two-sample test procedure, of the distribution of two panels of qualitative trajectories modeled by semi-Markov processes and observed over a random number of transitions. Considering first one panel of growing size, we derive, under classical conditions, the convergence in probability of the estimators of the transition probabilities and the parameters of the sojourn time distributions as well as their asymptotic normality. We then consider panels of semi-Markov processes drawn from two different popul…

Two-sample testsLikelihood ratio testWald type testPanels of qualitative trajectories[STAT] Statistics [stat]
researchProduct

Indexes of individual and panel performances in TDS and TCATA and their statistical inference

2019

International audience

[SDV.AEN] Life Sciences [q-bio]/Food and Nutrition[SDV.AEN]Life Sciences [q-bio]/Food and NutritionComputingMilieux_MISCELLANEOUS
researchProduct