A transformation approach to modelling multi-modal diffusions
DOI10.1016/J.JSPI.2013.09.013zbMATH Open1279.62169OpenAlexW2050530710WikidataQ61858147 ScholiaQ61858147MaRDI QIDQ393584FDOQ393584
Authors: Julie L. Forman, Michael Sørensen 
Publication date: 23 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.09.013
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- scientific article; zbMATH DE number 1204371
measurement errorsstochastic differential equationsmartingale estimating functionsmulti-modalityprotein folding
Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45)
Cites Work
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Cited In (9)
- On a time-inhomogeneous diffusion process with discontinuous drift
- A multifactor transformed diffusion model with applications to VIX and VIX futures
- A data-driven method to learn a jump diffusion process from aggregate biological gene expression data
- Information theory for maximum likelihood estimation of diffusion models
- Analysis of reflected diffusions via an exponential time-based transformation
- Diffusion copulas: identification and estimation
- On the construction of a special class of time-inhomogeneous diffusion processes
- A copula-based method to build diffusion models with prescribed marginal and serial dependence
- Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation
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