Filtering the Wright-Fisher diffusion

DOI10.1051/ps:2008006zbMath1181.93084arXiv0707.0537MaRDI QIDQ5851018

Valentine Genon-Catalot, Mireille Chaleyat-Maurel

Publication date: 21 January 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.0537

zbMATH Keywords

diffusion processes; hidden Markov models; discrete time observations; partial observations; stochastic filtering; prior and posterior distributions

Mathematics Subject Classification ID

62C10: Bayesian problems; characterization of Bayes procedures

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

Related Items

Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model, Optimal filtering and the dual process, Exact inference for a class of hidden Markov models on general state spaces, Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions

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