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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2026
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| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2601.07503 |
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- We consider in this paper a stochastic process that mixes in time, according to a nonobserved stationary Markov selection process, two separate sources of randomness: i) a stationary process which distribution is accessible (gold standard); ii) a pure i.i.d. sequence which distribution is unknown (poisoning process). In this framework we propose to estimate, with two different approaches, the transition of the hidden Markov selection process along with the distribution, not supposed to belong to any parametric family, of the unknown i.i.d. sequence, under minimal (identifiability, stationarity and dependence in time) conditions. We show that both estimators provide consistent estimations of the Euclidean transition parameter, and also prove that one of them, which is $\sqrt$ n-consistent, allows to establish a functional central limit theorem about the unknown poisoning sequence cumulative distribution function. The numerical performances of our estimators are illustrated through various challenging examples.