2 papers
stat.ME2025
Discrete-time Markov chains with random observation times
Daphne Aurouet, Valentin Patilea
We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The s…
stat.ME2025
Continuously updated estimation of conditional hazard functions
Daphné Aurouet, Valentin Patilea
Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional haza…