2 citations · 2 across the 2 of their papers we have counts for
3 papers
math.PR2020
Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems
Reinhard Höpfner
We discuss estimation problems where a polynomial is observed under Ornstein Uhlenbeck noise over a long time interval. We prove local asymptotic normality (LAN) and specify asympt…
math.ST2017
LAMN in a class of parametric models for null recurrent diffusion
Reinhard Höpfner, Carina Zeller
We study statistical models for one-dimensional diffusions which are recurrent null. A first parameter in the drift is the principal one, and determines regular varying rates of co…
math.ST2011★ 2 cited
On frequency estimation of periodic ergodic diffusion process
Reinhard Höpfner, Yury A Kutoyants
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one correspond…