LAN and LAMN for systems of interacting diffusions with branching and immigration

DOI10.1016/S0246-0203(01)01077-9MaRDI QIDQ1599997zbMATH OpenOpenAlexFDO

Authors E. Löcherbach

Publication date 1 February 2003

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2002__38_1_59_0, https://eudml.org/doc/77709

zbMATH Keywords

branching diffusionslocal asymptotic mixed normalitylocal asymptotic normalityparticle systems

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Parametric inference (62F99) Markov processes: estimation; hidden Markov models (62M05)

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• Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions
• Nonparametric adaptive inference of birth and death models in a large population limit
• The LAN property for McKean-Vlasov models in a mean-field regime
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