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

DOI10.1007/S11203-020-09226-0zbMATH Open1469.62325arXiv2003.13531OpenAlexW3085433133MaRDI QIDQ2040940FDOQ2040940

Authors: R. Höpfner 

Publication date: 15 July 2021

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

Abstract: We discuss estimation problems where a polynomial is observed under Ornstein Uhlenbeck noise over a long time interval. We prove local asymptotic normality (LAN) and specify asymptotically efficient estimators. We apply this to the following problem: feeding noise into the classical (deterministic) Hodgkin Huxley model of neuroscience, we are interested in asymptotically efficient estimation of the parameters of the noise process.

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

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zbMATH Keywords

degenerate diffusionslocal asymptotic normalityasymptotically efficient estimatorsdiffusion modelsstochastic Hodgkin-Huxley model

Mathematics Subject Classification ID

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

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