A quasi likelihood for integral data on birth and death on flows

DOI10.1016/0304-4149(94)90072-8MaRDI QIDQ1343588zbMATH OpenOpenAlexFDO

Authors Michael J. Phelan

Publication date 27 July 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)90072-8

zbMATH Keywords

point processBrownian flownonlinear filtering problemquasi-score functionintensity measure

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cites work

• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 3701872 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 65714 (Why is no real title available?)
• scientific article; zbMATH DE number 3452925 (Why is no real title available?)
• On quasi likelihood for semimartingales
• Particle systems on flows
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Quasi-likelihood estimation for semimartingales
• Semimartingales: A course on stochastic processes

Cited in

(2)

• On local asymptotic normality for birth and death on a flow
• Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data

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