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Estimation in Discretely Observed Diffusions Killed at a Threshold

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Estimation in Discretely Observed Diffusions Killed at a Threshold (English)

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ENRICO BIBBONA

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Susanne Ditlevsen

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SUSANNE DITLEVSEN

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2

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publication date

29 August 2012

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published in

Scandinavian Journal of Statistics

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volume

40

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issue

2

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page(s)

274-293

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maintained by WikiProject

WikiProject Mathematics

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cites work

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21 January 2018

A Theory of the Term Structure of Interest Rates

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Diffusion approximation and first-passage-time problem for a model neuron. III. A birth-and-death process approach.

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How sample paths of leaky integrate-and-fire models are influenced by the presence of a firing threshold

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On a set of data for the membrane potential in a neuron

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Motoneuron membrane potentials follow a time inhomogeneous jump diffusion process

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On the estimation of the binomial probability in multistage clinical trials.

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The parameters of the stochastic leaky integrate-and-fire neuronal model

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Effect of stimulation on the input parameters of stochastic leaky integrate-and-fire neuronal model.

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The most likely voltage path and large deviations approximations for integrate-and-fire neurons

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The spike-triggered average of the integrate-and-fire cell driven by gaussian white noise

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Parameters of the diffusion leaky integrate-and-fire neuronal model for a slowly fluctuating signal.

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Identifiers

DOI

10.1111/J.1467-9469.2012.00810.X

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arXiv ID

1011.1356

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ResearchGate publication ID

47690935

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zbMATH Open document ID

1328.62503

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(Q55940883)

Estimation in Discretely Observed Diffusions Killed at a Threshold

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