Institut für Mathematik | AG Stochastik | Statistik stochastischer Prozesse


Statistische Inferenz für Partikelsysteme

R. Höpfner and E. Löcherbach, On statistical models for birth and death on a flow: local absolute continuity and likelihood ratio processes.
Scand. J. Statistics 26, 107-128 (1999)

R. Höpfner and E. Löcherbach, On local asymptotic normality for birth and death on a flow.
Stoch. Proc. Appl. 83, 61-77 (1999)

R. Höpfner and E. Löcherbach, Birth and death on flow: local time and estimation of a position-dependent death rate.
Statistical Inference for Stochastic Processes 1, 225-243 (1998)

R. Höpfner, M. Hoffmann and E. Löcherbach, Nonparametric estimation of the death rate in branching diffusions.
Scand. J. Statistics 29, 665-692 (2002)

R. Höpfner and E. Löcherbach, Remarks on Ergodicity and invariant occupation measure in branching diffusions with immigration.
Ann. Inst. H. Poincaré 41, 1025-1047 (2005)



Institut für Mathematik | AG Stochastik | Statistik stochastischer Prozesse

Last Update: Aug. 12, 2008
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