Parameter estimation of diffusion models from discrete observations ∗

نویسندگان

  • Miljenko Huzak
  • M. Huzak
چکیده

A short review of diffusion parameter estimations methods from discrete observations is presented. The applicability of a new estimation method on inferences about a diffusion growth model is discussed.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Parameter Estimation in Spatial Generalized Linear Mixed Models with Skew Gaussian Random Effects using Laplace Approximation

 Spatial generalized linear mixed models are used commonly for modelling non-Gaussian discrete spatial responses. We present an algorithm for parameter estimation of the models using Laplace approximation of likelihood function. In these models, the spatial correlation structure of data is carried out by random effects or latent variables. In most spatial analysis, it is assumed that rando...

متن کامل

Parameter estimation of diffusion models ∗

Parameter estimation problems of diffusion models are discussed. The problems of maximum likelihood estimation and model selections from continuous observations are illustrated through diffusion growth model which generalizes some classical ones.

متن کامل

Bayesian Inference for Spatial Beta Generalized Linear Mixed Models

In some applications, the response variable assumes values in the unit interval. The standard linear regression model is not appropriate for modelling this type of data because the normality assumption is not met. Alternatively, the beta regression model has been introduced to analyze such observations. A beta distribution represents a flexible density family on (0, 1) interval that covers symm...

متن کامل

Parameter estimation in neuronal stochastic differential equation models from intracellular recordings of membrane potentials in single neurons Ditlevsen, Susanne; Samson, Adeline

Dynamics of the membrane potential in a single neuron can be studied by estimating biophysical parameters from intracellular recordings. Diffusion processes, given as continuous solutions to stochastic differential equations, are widely applied as models for the neuronal membrane potential evolution. One-dimensional models are the stochastic integrate-and-fire neuronal diffusion models. Biophys...

متن کامل

Parameter estimation in neuronal stochastic differential equation models from intracellular recordings of membrane potentials in single neurons: a Review

Dynamics of the membrane potential in a single neuron can be studied by estimating biophysical parameters from intracellular recordings. Diffusion processes, given as continuous solutions to stochastic differential equations, are widely applied as models for the neuronal membrane potential evolution. One-dimensional models are the stochastic integrate-and-fire neuronal diffusion models. Biophys...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006