Pages that link to "Item:Q3408539"
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The following pages link to Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539):
Displayed 50 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Estimation in the partially observed stochastic Morris-Lecar neuronal model with particle filter and stochastic approximation methods (Q400585) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- A general framework for the parametrization of hierarchical models (Q449750) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Latent diffusion models for survival analysis (Q453270) (← links)
- A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system (Q465348) (← links)
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods (Q516453) (← links)
- Estimating parameters in stochastic systems: A variational Bayesian approach (Q654174) (← links)
- Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166) (← links)
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm (Q736434) (← links)
- Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
- A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Globally optimal parameter estimates for nonlinear diffusions (Q847635) (← links)
- Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems (Q892433) (← links)
- Statistical inference for dynamical systems: a review (Q895009) (← links)
- Comment: ``The 2005 Neyman lecture: dynamic indeterminism in science'' (Q900485) (← links)
- Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data (Q902935) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← links)
- Brownian motion and Ornstein-Uhlenbeck processes in planar shape space (Q937165) (← links)
- A Bayesian regression model for multivariate functional data (Q961857) (← links)
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- Laplace approximation of transition densities posed as Brownian expectations (Q1001846) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- Time series analysis via mechanistic models (Q1018622) (← links)
- Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498) (← links)
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341) (← links)
- Importance sampling for Kolmogorov backward equations (Q1621680) (← links)
- Approximate maximum likelihood estimation using data-cloning ABC (Q1658534) (← links)
- Bayesian inference of selection in the Wright-Fisher diffusion model (Q1672824) (← links)
- Filtering for partially observed diffusion and its applications (Q1673260) (← links)
- Improved bridge constructs for stochastic differential equations (Q1703803) (← links)
- Unbiased simulation of stochastic differential equations (Q1704137) (← links)
- Barker's algorithm for Bayesian inference with intractable likelihoods (Q1705544) (← links)
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
- On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods (Q1790298) (← links)
- Accelerated degradation process analysis based on the nonlinear Wiener process with covariates and random effects (Q1793270) (← links)
- \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions (Q1940748) (← links)
- CLTs and asymptotic variance of time-sampled Markov chains (Q1945602) (← links)
- Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators (Q1952219) (← links)
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces (Q2042659) (← links)
- Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199) (← links)
- Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models (Q2121629) (← links)