Estimation in Discretely Observed Diffusions Killed at a Threshold (Q4923054): Difference between revisions

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+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
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+Some Properties of Regular Markov Chains
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+Diffusion approximation and first-passage-time problem for a model neuron. III: A birth-and-death process approach
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+On the evaluation of first-passage-time probability densities via non-singular integral equations
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+How Sample Paths of Leaky Integrate-and-Fire Models Are Influenced by the Presence of a Firing Threshold
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+An improved technique for the simulation of first passage times for diffusion processes
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+Markov Chains and Stochastic Stability
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+Sequential estimation of the parameters of diffusion processes
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+The most likely voltage path and large deviations approximations for integrate-and-fire neurons
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+The Spike-Triggered Average of the Integrate-and-Fire Cell Driven by Gaussian White Noise
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+Parameters of the Diffusion Leaky Integrate-and-Fire Neuronal Model for a Slowly Fluctuating Signal
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+First-passage-time density and moments of the ornstein-uhlenbeck process
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+Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
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+On evaluations and asymptotic approximations of first-passage-time probabilities
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+On the First Passage Time Probability Problem
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+On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes
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+Parameter estimation and bias correction for diffusion processes
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+On the bias of maximum likelihood estimation following a sequential test
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