Stochastic functional data analysis: a diffusion model-based approach
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Cites work
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- A simple and efficient simulation smoother for state space time series analysis
- A stochastic framework for recursive computation of spline functions. II: Smoothing splines
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- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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- Likelihood Inference for Discretely Observed Nonlinear Diffusions
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- Nonparametric Bayesian data analysis
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Cited in
(11)- Inferring stochastic dynamics from functional data
- Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model
- Estimation of the linear mixed integrated Ornstein–Uhlenbeck model
- Stochastic dynamic models and Chebyshev splines
- Modelling function-valued stochastic processes, with applications to fertility dynamics
- Locally adaptive Bayes nonparametric regression via nested Gaussian processes
- Functional Variance Processes
- Modeling basal body temperature data using horseshoe process regression
- Neural drift estimation for ergodic diffusions: nonparametric analysis and numerical exploration
- Nonparametric estimation in SDE models involving an explanatory process
- Modelling the mean of a doubly stochastic Poisson process by functional data analysis
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