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20112020
most citedOn frequency estimation of periodic ergodic diffusion process

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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…