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Arbeitsgruppe Stochastik
- Institut für Mathematik -
Johannes Gutenberg-Universität Mainz |
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Asymptotic Inference for Particle Systems
R. Höpfner, M. Hoffmann and E. Löcherbach, Nonparametric estimation
of the death rate in branching
diffusions.
Scand. J. Statistics 29(4), 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(6), 1025-1047 (2005)
PDF
M. Hammer, R. Höpfner, T. Berg, Ergodic branching diffusions with immigration: properties
of invariant occupation measure, identification of particles under
high-frequency observation, and estimation of the diffusion coefficient
at nonparametric rates.
Preprint 2019, arXiv
Institut für Mathematik
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AG Stochastik
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Statistik stochastischer Prozesse