Asymptotic likelihood estimation from birth and death on a flow

DOI10.1214/aos/1032526962zbMath0865.62059OpenAlexW2033125182MaRDI QIDQ1816978

Michael J. Phelan

Publication date: 1 December 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526962

zbMATH Keywords

point processparticle systemBrownian flowmeasure-valued Markov processasymptotic likelihood estimationposition-dependent killing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Random measures (60G57)

Related Items

On local asymptotic normality for birth and death on a flow ⋮ Transient tracers and birth and death on flows: Parametric estimation of rates of drift, injection, and decay ⋮ Asymptotic behavior of maximum likelihood estimators in a branching diffusion model ⋮ Spectral expansion of the occupation measure for birth and death on a flow

Cites Work

• Semimartingales: A course on stochastic processes
• An introduction to the theory of point processes
• Asymptotic information for parametric estimation from an equilibrium particle process
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Maximum likelihood estimation for continuous-time stochastic processes
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