Maximum likelihood estimators for a supercritical branching diffusion process

DOI10.1155/2012/515192zbMath1257.62087DBLPjournals/ijmmsc/OlivaresH12OpenAlexW2146500134WikidataQ58704812 ScholiaQ58704812MaRDI QIDQ1925558

Pablo Olivares, Janko Hernandez

Publication date: 18 December 2012

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/515192

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Asymptotic behavior of maximum likelihood estimators in a branching diffusion model

Cites Work

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• A branching diffusion model of selection: from the neutral Wright-Fisher case to the one including mutations
• The maximum likelihood estimation of coefficient of diffusion in a birth and diffusion process
• A Girsanov transformation for birth and death on a Brownian flow
• Construction et Propriétés de Martingales des Branchements Spatiaux Interactifs

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