Estimation in Discretely Observed Diffusions Killed at a Threshold

DOI10.1111/j.1467-9469.2012.00810.xzbMath1328.62503arXiv1011.1356WikidataQ55940883 ScholiaQ55940883MaRDI QIDQ4923054

Susanne Ditlevsen, Enrico Bibbona

Publication date: 5 June 2013

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

Full work available at URL: https://arxiv.org/abs/1011.1356

zbMATH Keywords

bootstrap; diffusion processes; sequential estimation; model misspecification; first-passage times; stochastic neuron models

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F10: Point estimation

62M05: Markov processes: estimation; hidden Markov models

62F40: Bootstrap, jackknife and other resampling methods

60J60: Diffusion processes

62L12: Sequential estimation