Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems

DOI10.1007/s11203-020-09226-0zbMath1469.62325arXiv2003.13531OpenAlexW3085433133MaRDI QIDQ2040940

Reinhard Hoepfner

Publication date: 15 July 2021

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

Full work available at URL: https://arxiv.org/abs/2003.13531

zbMATH Keywords

local asymptotic normalitydiffusion modelsstochastic Hodgkin-Huxley modeldegenerate diffusionsasymptotically efficient estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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