Likelihood ratio processes for Markovian particle systems with killing and jumps

DOI10.1023/A:1016342403195MaRDI QIDQ1857352zbMATH OpenOpenAlexWikidataFDO

Authors E. Löcherbach

Publication date 8 February 2004

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1016342403195

zbMATH Keywords

branching diffusionsbranching processesdiffusion processeslikelihood ratio processrepasted Markov processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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(9)

• Non-parametric estimation of the spiking rate in systems of interacting neurons
• 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
• Nonparametric estimation of the division rate of an age dependent branching process
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• McKean-Vlasov limit for interacting systems with simultaneous jumps
• Asymptotic behavior of maximum likelihood estimators in a branching diffusion model
• Feller and ergodic properties of jump-move processes with applications to interacting particle systems
• Parametric estimation and LAN property of the birth-death-move process with mutations

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