scientific article; zbMATH DE number 1552343

MaRDI QIDQ4524588zbMATH OpenFDO

Authors E. Löcherbach

Publication date 9 May 2001

zbMATH Keywords

branching diffusionslikelihood ratio processeslocal asymptotic normalityparticle systems

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(2)

• LAN and LAMN for systems of interacting diffusions with branching and immigration
• Likelihood ratio processes for Markovian particle systems with killing and jumps

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