Statistical Models for Birth and Death on a Flow: Local Absolute Continuity and Likelihood Ratio Processes

DOI10.1111/1467-9469.00140zbMATH Open0933.60086OpenAlexW2159148315MaRDI QIDQ4255159FDOQ4255159

Authors: R. Höpfner, E. Löcherbach 

Publication date: 10 August 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00140

Recommendations

• Asymptotic likelihood estimation from birth and death on a flow
• On local asymptotic normality for birth and death on a flow
• A quasi likelihood for integral data on birth and death on flows
• Birth and death on a flow: Local time and estimation of a position-dependent death rate.

zbMATH Keywords

likelihood ratiobirth and death on a flowlocal absolute continuity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Bayesian problems; characterization of Bayes procedures (62C10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (6)

• Maximum likelihood estimator for the drift of a Brownian flow
• Stability for Hawkes processes with inhibition
• A quasi likelihood for integral data on birth and death on flows
• On local asymptotic normality for birth and death on a flow
• Birth and death on a flow: Local time and estimation of a position-dependent death rate.
• Exponential ergodicity for diffusions with jumps driven by a Hawkes process

This page was built for publication: Statistical Models for Birth and Death on a Flow: Local Absolute Continuity and Likelihood Ratio Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4255159)