Inference for Diffusion Processes With Applications in Life Sciences /

• Main Author: Fuchs, Christiane. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Subjects: Statistics.; Statistical methods.; Mathematical statistics.; Economics > Statistics.; Statistical Theory and Methods.; Statistics for Life Sciences, Medicine, Health Sciences.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Biostatistics.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-25969-2

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...

Table of Contents:

• Introduction
• 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
• Parametric Inference for Discretely-observed Diffusions
• Bayesian Inference for Diffusions with Low-frequency Observations
• Application I: Spread of Influenza
• Application II: Analysis of Molecular Binding
• Conclusion and Outlook
• Benchmark Models
• Miscellaneous
• Supplementary Material for Application I
• Supplementary Material for Application II
• Notation
• References.