Asymptotic normality holds for occurrence/exposure rate estimators of jump process intensities via Poisson regression on shrinking partitions, for both Markov and semi-Markov models.
Application des processus semi-markoviens à un problème d’invalidité.Bulletin de l’Association Royale des Actuaires Français63 35-52
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Local estimation of transition rates of jump processes through discretization
Asymptotic normality holds for occurrence/exposure rate estimators of jump process intensities via Poisson regression on shrinking partitions, for both Markov and semi-Markov models.