IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v53y1994i2p379-392.html
   My bibliography  Save this article

A quasi likelihood for integral data on birth and death on flows

Author

Listed:
  • Phelan, Michael J.

Abstract

Birth and Death on a flow refers to a particle system on a stochastic 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 parametrize the system and derive a quasi-likelihood for chronicles of integral data on the particle process.

Suggested Citation

  • Phelan, Michael J., 1994. "A quasi likelihood for integral data on birth and death on flows," Stochastic Processes and their Applications, Elsevier, vol. 53(2), pages 379-392, October.
    • Handle: RePEc:eee:spapps:v:53:y:1994:i:2:p:379-392
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(94)90072-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Höpfner, R. & Löcherbach, E., 1999. "On local asymptotic normality for birth and death on a flow," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 61-77, September.
    2. E. Löcherbach, 2002. "Likelihood Ratio Processes for Markovian Particle Systems with Killing and Jumps," Statistical Inference for Stochastic Processes, Springer, vol. 5(2), pages 153-177, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:53:y:1994:i:2:p:379-392. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.