Estimation in Discretely Observed Diffusions Killed at a Threshold

DOI10.1111/j.1467-9469.2012.00810.xzbMath1328.62503arXiv1011.1356OpenAlexW2949079764WikidataQ55940883 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

bootstrapdiffusion processessequential estimationmodel misspecificationfirst-passage timesstochastic neuron models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Bootstrap, jackknife and other resampling methods (62F40) Diffusion processes (60J60) Sequential estimation (62L12)

Related Items (9)

A new firing paradigm for integrate and fire stochastic neuronal models ⋮ A copula-based method to build diffusion models with prescribed marginal and serial dependence ⋮ A review of asymptotic theory of estimating functions ⋮ Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications ⋮ Bayesian parameter inference for partially observed stopped processes ⋮ Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo ⋮ Boundary Crossing Random Walks, Clinical Trials, and Multinomial Sequential Estimation ⋮ How Sample Paths of Leaky Integrate-and-Fire Models Are Influenced by the Presence of a Firing Threshold ⋮ Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling

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