A quasi likelihood for integral data on birth and death on flows

DOI10.1016/0304-4149(94)90072-8zbMath0817.60049OpenAlexW1977688512MaRDI QIDQ1343588

Michael J. Phelan

Publication date: 27 July 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90072-8

zbMATH Keywords

point processBrownian flowquasi-score functionnonlinear filtering problemintensity measure

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

On local asymptotic normality for birth and death on a flow

Cites Work

• On quasi likelihood for semimartingales
• Semimartingales: A course on stochastic processes
• Quasi-likelihood estimation for semimartingales
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Particle systems on flows
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