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

• Romain Azaïs ^[1] ; Alexandre Genadot
  1. [1] Institut Élie Cartan de Lorraine

     Institut Élie Cartan de Lorraine

     Arrondissement de Nancy, Francia

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 24, Nº. 2, 2015, págs. 341-360
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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.