Estimating discontinuous periodic signals in a time inhomogeneous diffusion

Author:

Höpfner Reinhard,Kutoyants Yury

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference39 articles.

1. Azéma J, Duflo M, Revuz D (1969) Mesures invariantes des processus de Markov récurrents. Séminaire de Probabilités III. Lecture Notes in Mathematics, vol 88. Springer, Berlin, pp 24–33

2. Bass R (1998) Diffusions and elliptic operators. Springer, Berlin

3. Brandt C (2005) Partial reconstruction of the trajectories of a discretely observed branching diffusion with immigration and an application to inference. PhD thesis, Universität Mainz

4. Brodda K, Höpfner R (2006) A stochastic model and a functional central limit theorem for information processing in large systems of neurons. J Math Biol 52: 439–457

5. Chan N, Kutoyants Yu (2009) On parameter estimation of threshold autoregressive models. Preprint, submitted, arXiv:1003.3800

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