Non‐parametric Estimation of the Death Rate in Branching Diffusions

DOI10.1111/1467-9469.00312zbMATH Open1035.62085OpenAlexW1981774787WikidataQ98839716 ScholiaQ98839716MaRDI QIDQ4455926FDOQ4455926

Authors: M. Hoffmann, R. Höpfner, E. Löcherbach 

Publication date: 16 March 2004

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

Full work available at URL: https://doi.org/10.1111/1467-9469.00312

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zbMATH Keywords

kernel estimationlocal timebranching diffusionasymptotically minimax estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• An introduction to the theory of point processes
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• Statistical inference for spatial Poisson processes
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• Minimax theory of image reconstruction
• Diffusion models in population genetics
• Birth and death on a flow: Local time and estimation of a position-dependent death rate.

Cited In (6)

• Nonparametric estimation of the division rate of an age dependent branching process
• Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions
• Non-parametric estimation of the spiking rate in systems of interacting neurons
• On a set of data for the membrane potential in a neuron
• Optimal convergence rates for the invariant density estimation of jump-diffusion processes
• Birth and death on a flow: Local time and estimation of a position-dependent death rate.

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