Date/heure
6 novembre 2025
10:45 - 11:45
Lieu
Salle de conférences Nancy
Oratrice ou orateur
Irène Votsi
Catégorie d'évènement Séminaire Probabilités et Statistique
Résumé
The aim of this presentation is to show different results obtained in the field of semi-Markov processes focusing on risk/reliability indicators and related statistical inference aspects. The first part concerns discrete-time semi-Markov processes which are defined in a finite state space. Theoretical results are obtained in terms of evaluation and statistical estimation of risk indicators such as the mean time to failure. The asymptotic behavior of the empirical estimators is studied in the case of one single (large) trajectory. The results are illustrated on both real and simulated wind data. The second part of the presentation concerns partially observed semi-Markov chains such as the hidden Markov renewal and the hidden semi-Markov chains. Statistical estimation results are presented for reliability indicators such as the failure occurrence rate. In the third part, we present bootstrap estimators of risk indicators when the state space is discrete along with posterior concentration rates of the kernel density when the state space is continuous.
(Exposé en français avec des diapositives en anglais.)