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

DOI10.1007/S11203-020-09226-0MaRDI QIDQ2040940zbMATHOpenAlexFDO

Authors R. Höpfner

Publication date 15 July 2021

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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.

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