Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion

DOI10.3103/S1066530711010042zbMath1282.62049arXiv1010.5105OpenAlexW1988362664MaRDI QIDQ2437994

Reinhard Hoepfner, Yury A. Kutoyants

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.5105

zbMATH Keywords

periodicitydiffusion processeslocalizationlimit experimentdiscontinuous signalsinhomogeneity in timecontinuous signals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60)

Related Items

On frequency estimation for a periodic ergodic diffusion process ⋮ On parameter estimation of the hidden Ornstein-Uhlenbeck process ⋮ Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables ⋮ Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems

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