Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables

DOI10.1214/19-EJS1641zbMath1454.62093arXiv1903.03440MaRDI QIDQ2283567

Simon Holbach

Publication date: 3 January 2020

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

Full work available at URL: https://arxiv.org/abs/1903.03440

zbMATH Keywords

local asymptotic normalitydegenerate diffusionneuron modelsperiodic driftparametric signal estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Diffusion processes (60J60)

Related Items (2)

Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input ⋮ Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems

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