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Inference for diffusion processes : with applications in life sciences

Author: Christiane Fuchs
Publisher: Berlin ; New York : Springer, ©2013.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Inference for diffusion processes
(NL-LeOCL)352245336
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Christiane Fuchs
ISBN: 9783642259692 3642259693
OCLC Number: 825818189
Description: 1 online resource.
Contents: Stochastic Modelling --
Stochastic Modelling in Life Sciences --
Stochastic Differential Equations and Diffusions in a Nutshell --
Approximation of Markov Jump Processes by Diffusions --
Diffusion Models in Life Sciences --
Statistical Inference --
Parametric Inference for Discretely-Observed Diffusions --
Bayesian Inference for Diffusions with Low-Frequency Observations --
Applications --
Application I: Spread of Influenza --
Application II: Analysis of Molecular Binding --
Summary and Future Work.
Responsibility: Christiane Fuchs.
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Abstract:

This book offers an overview of diffusion processes as an instrument for realistically modelling the time-continuous evolution of phenomena in the natural sciences as well as in finance and  Read more...

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From the reviews: "The book under review is aimed at introducing both modelling and inference for diffusions and applying the statistical estimation of complex diffusion models to real data sets. It Read more...

 
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