3 papers
math.ST2026
Multi-state model with temporal-consistent survival analysis for homogeneous Markov chains
Mikael Escobar-Bach, Alexandre Popier, Malo Sahin
In this study, we consider sequences drawn from time-homogeneous Markov chains and introduce a novel approach for estimating first hitting-time distributions to specified terminal…
math.PR2025
Ratio limit theorem for renewal processes
Mikael Escobar-Bach, Alexandre Popier, Malo Sahin
We consider a renewal process which models a cumulative shock model that fails when the accumulation of shocks up-crosses a certain threshold. The ratio limit properties of the pro…
stat.ME2025
A dependent and censored first hitting-time model with compound Poisson processes
Mikael Escobar-Bach, Alexandre Popier, Malo Sahin
We consider a bivariate first hitting-time model in which durations are the crossing times of dependent compound Poisson processes with fixed thresholds. The identifiability of the…