  Piecewise-deterministic Markov processes form a general class of
non-diffusion stochastic models that involve both deterministic trajectories
and random jumps at random times. In this paper, we state a new
characterization of the jump rate of such a process with discrete transitions.
We deduce from this result a nonparametric technique for estimating this
feature of interest. We state the uniform convergence in probability of the
estimator. The methodology is illustrated on a numerical example.
