Non‐parametric Estimation of the Death Rate in Branching Diffusions

DOI10.1111/1467-9469.00312MaRDI QIDQ4455926zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

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

Cited in

(6)

• 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.
• Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions
• Nonparametric estimation of the division rate of an age dependent branching process

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