Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons
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Cited in
(9)- Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1
- Shot noise, weak convergence and diffusion approximations
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
- Likelihood theory for the graph Ornstein-Uhlenbeck process
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- Coupled stochastic systems of Skorokhod type: Well‐posedness of a mathematical model and its applications
- Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis
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