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

DOI10.1111/1467-9469.00140MaRDI QIDQ4255159zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Asymptotic likelihood estimation from birth and death on a flow
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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

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