LAN and LAMN for systems of interacting diffusions with branching and immigration

DOI10.1016/S0246-0203(01)01077-9zbMath1004.60078OpenAlexW1647012466MaRDI QIDQ1599997

Eva Löcherbach

Publication date: 1 February 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_1_59_0

zbMATH Keywords

local asymptotic normalitylocal asymptotic mixed normalityparticle systemsbranching diffusions

Mathematics Subject Classification ID

Parametric inference (62F99) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (5)

Nonparametric estimation of the division rate of an age dependent branching process ⋮ Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions ⋮ Nonparametric adaptive inference of birth and death models in a large population limit ⋮ Non‐parametric Estimation of the Death Rate in Branching Diffusions ⋮ The LAN property for McKean-Vlasov models in a mean-field regime

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