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.
Start by doing a second order Taylor expansion arounduin the second coordinate to get pc j (s, v) =p c j (s, u) +∂2pc j (s, u)(v−u) +O ∆(2) n 2
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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.