Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process

Probabilistic Engineering Mechanics

Volumn 23, Issue 2-3, 2008, Pages 170-179

  Ditlevsen, Susanne ^a   Ditlevsen, Ove ^b  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

^b Department of Mechanical Engineering ^*  (Denmark)

Author keywords

Biomedical stochastic processes; Cox Ingersoll Ross process; Diffusion processes; Fortet integral equation; Hidden random variation; Parameter estimation from stopping times; Stochastic neuronal models

Indexed keywords

DIFFUSION; INTEGRAL EQUATIONS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

BIOMEDICAL STOCHASTIC PROCESSES; FORTET INTEGRAL EQUATIONS; HIDDEN RANDOM VARIATIONS; STOCHASTIC NEURONAL MODELS;

RANDOM VARIABLES;

EID: 41549100101     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2007.12.024     Document Type: Article

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