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June 1996 Asymptotic likelihood estimation from birth and death on a flow
Michael J. Phelan
Ann. Statist. 24(3): 1161-1184 (June 1996). DOI: 10.1214/aos/1032526962

Abstract

Birth and death on a flow refers to a particle system on a Brownian flow. Particles are born in a point process and move on the flow subject to position-dependent killing. They die eventually and leave the flow. The particle process is a measure-valued Markov process tracking these motions. Its law depends on the distribution of births, the coefficients of the flow and the rate of killing. We treat asymptotic likelihood estimation of these parameters from chronicles of the particle process as observed over a long period of time.

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Michael J. Phelan. "Asymptotic likelihood estimation from birth and death on a flow." Ann. Statist. 24 (3) 1161 - 1184, June 1996. https://doi.org/10.1214/aos/1032526962

Information

Published: June 1996
First available in Project Euclid: 20 September 2002

zbMATH: 0865.62059
MathSciNet: MR1401843
Digital Object Identifier: 10.1214/aos/1032526962

Subjects:
Primary: 62M05
Secondary: 62M30

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.24 • No. 3 • June 1996
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