Semi-parametric inference for the absorption features of a growth-fragmentation model
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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.
KeywordsNon-ergodic piecewise-deterministic Markov process Growth-fragmentation process Semi-parametric estimation Absorption probability Fredholm integral equation
Mathematics Subject Classification62M05 93C30 62G05
The referees deserve thanks for careful reading of the original version of the manuscript and many helpful suggestions for improvement in the article. The authors also acknowledge Alexandre Boumezoued for fruitful discussions about hybrid processes and Poisson random measures.
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