A transformation approach to modelling multi-modal diffusions

DOI10.1016/j.jspi.2013.09.013zbMath1279.62169OpenAlexW2050530710WikidataQ61858147 ScholiaQ61858147MaRDI QIDQ393584

Julie Lyng Forman, Michael Sørensen

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.09.013

zbMATH Keywords

stochastic differential equationsmulti-modalitymartingale estimating functionsprotein foldingmeasurement errors

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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