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arXiv · 2003.13531

Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems

Reinhard Höpfner
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Abstract

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 asymptotically efficient estimators. We apply this to the following problem: feeding noise into the classical (deterministic) Hodgkin Huxley model of neuroscience, we are interested in asymptotically efficient estimation of the parameters of the noise process.

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Reinhard Höpfner. 2020-03-30. Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems. https://arxiv.org/abs/2003.13531

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