Inference for Diffusion Processes
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Publication:2880228
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Epidemiology (92D30) Markov processes: hypothesis testing (62M02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- An MCMC computational approach for a continuous time state-dependent regime switching diffusion process
- Bayesian estimation of incompletely observed diffusions
- Approximation of epidemic models by diffusion processes and their statistical inference
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- Improved bridge constructs for stochastic differential equations
- Bayesian inference for SIR epidemic model with dependent parameters
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- Parametric inference for diffusions observed at stopping times
- A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
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