Stochastic Functional Data Analysis: A Diffusion Model-Based Approach

DOI10.1111/j.1541-0420.2011.01591.xzbMath1274.62924OpenAlexW2100634452WikidataQ33850203 ScholiaQ33850203MaRDI QIDQ2893385

Peter X.-K. Song, Bin Zhu, Jeremy M. G. Taylor

Publication date: 20 June 2012

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3128649

zbMATH Keywords

stochastic differential equationnonparametric regressiondiffusion modelEuler approximationsimulation smootherstochastic velocity model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Genetics and epigenetics (92D10)

Related Items (3)

Estimation of the linear mixed integrated Ornstein–Uhlenbeck model ⋮ Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes ⋮ Stochastic dynamic models and Chebyshev splines

Uses Software

• SemiPar

Cites Work

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