Non‐parametric Estimation of the Death Rate in Branching Diffusions

DOI10.1111/1467-9469.00312zbMath1035.62085OpenAlexW1981774787WikidataQ98839716 ScholiaQ98839716MaRDI QIDQ4455926

Marc Hoffmann, Eva Löcherbach, Reinhard Hoepfner

Publication date: 16 March 2004

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

Full work available at URL: https://doi.org/10.1111/1467-9469.00312

zbMATH Keywords

kernel estimationlocal timebranching diffusionasymptotically minimax estimator

Mathematics Subject Classification ID

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

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