A multiresolution method for parameter estimation of diffusion processes
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Publication:4904733
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Cites work
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Cited in
(16)- Bayesian inference for nonlinear multivariate diffusion models observed with error
- Inference on fractal processes using multiresolution approximation
- A transformation approach to modelling multi-modal diffusions
- A fast numerical algorithm for the estimation of diffusion model parameters
- Bayesian diffusion process models with time-varying parameters
- Likelihood-based inference for correlated diffusions
- Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
- Statistical inference for dynamical systems: a review
- Flexible Bayesian inference for diffusion processesusing splines
- A multi-parameter regularization approach for estimating parameters in jump diffusion processes
- Bayesian State Space Modeling of Physical Processes in Industrial Hygiene
- A conditional sampling-based method for noise and resolution corrections for scalar dissipation rate measurements
- A Multiresolution Method for Distributed Parameter Estimation
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
- Bayesian Interaction Selection Model for Multimodal Neuroimaging Data Analysis
- Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data
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