O. O. Aalen, Nonparametric Inference for a Family of Counting Processes, The Annals of Statistics, vol.6, issue.4, pp.701-726, 1978.
DOI : 10.1214/aos/1176344247

P. K. Andersen, O. Borgan, R. D. Gill, and N. Keiding, Statistical models based on counting processes, 2012.
DOI : 10.1007/978-1-4612-4348-9

R. Azaïs, J. Bardet, A. Genadot, N. Krell, and P. Zitt, Piecewise deterministic Markov process ??? recent results, ESAIM: Proceedings, vol.44, pp.276-290, 2014.
DOI : 10.1051/proc/201444017

R. Azaïs, F. Dufour, and A. Gégout-petit, Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.49, issue.4, pp.1204-1231
DOI : 10.1214/12-AIHP503

R. Azaïs, F. Dufour, and A. Gégout-petit, Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes, Scandinavian Journal of Statistics, vol.67, issue.1, pp.950-969, 2014.
DOI : 10.1111/sjos.12076

R. Azaïs and A. Muller-gueudin, Optimal choice among a class of nonparametric estimators of the jump rate for piecewise-deterministic Markov processes, Electronic Journal of Statistics, vol.10, issue.2, 2015.
DOI : 10.1214/16-EJS1207

A. Brandejsky, B. De-saporta, and F. Dufour, Numerical method for expectations of piecewise deterministic Markov processes, Communications in Applied Mathematics and Computational Science, vol.7, issue.1, pp.63-104, 2012.
DOI : 10.2140/camcos.2012.7.63

A. Brandejsky, B. D. Saporta, and F. Dufour, Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process, Advances in Applied Probability, vol.44, issue.01, pp.196-225, 2012.
DOI : 10.1016/j.spl.2007.12.016

URL : https://hal.archives-ouvertes.fr/hal-00546339

M. H. Davis, Markov models and optimization, volume 49 of Monographs on Statistics and Applied Probability, 1993.

K. Dzhaparidze and J. H. Van-zanten, On Bernstein-type inequalities for martingales, Stochastic Processes and their Applications, pp.109-117, 2001.
DOI : 10.1016/S0304-4149(00)00086-7

A. A. Faisal and S. B. Laughlin, Stochastic Simulations on the Reliability of Action Potential Propagation in Thin Axons, PLoS Computational Biology, vol.95, issue.5, p.79, 2007.
DOI : 10.1371/journal.pcbi.0030079.st006

H. Ramlau-hansen, Smoothing Counting Process Intensities by Means of Kernel Functions, The Annals of Statistics, vol.11, issue.2, pp.453-466, 1983.
DOI : 10.1214/aos/1176346152

R. Rebolledo, Central limit theorems for local martingales. Probability Theory and Related Fields, pp.269-286, 1980.

A. Vilfan and T. Duke, Instabilities in the Transient Response of Muscle, Biophysical Journal, vol.85, issue.2, pp.818-827, 2003.
DOI : 10.1016/S0006-3495(03)74522-6