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Stochastic Functional Data Analysis: A Diffusion Model-Based Approach

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

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  • Bin Zhu & Peter X.-K. Song & Jeremy M.G. Taylor, 2011. "Stochastic Functional Data Analysis: A Diffusion Model-Based Approach," Biometrics, The International Biometric Society, vol. 67(4), pages 1295-1304, December.
    • Handle: RePEc:bla:biomet:v:67:y:2011:i:4:p:1295-1304
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2011.01591.x
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    References listed on IDEAS

    as
    1. Durham, Garland B & Gallant, A Ronald, 2002. "Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 297-316, July.
    2. Durham, Garland B & Gallant, A Ronald, 2002. "Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 335-338, July.
    3. Alexandros Beskos & Omiros Papaspiliopoulos & Gareth O. Roberts & Paul Fearnhead, 2006. "Exact and computationally efficient likelihood‐based estimation for discretely observed diffusion processes (with discussion)," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 333-382, June.
    4. J. O. Ramsay & G. Hooker & D. Campbell & J. Cao, 2007. "Parameter estimation for differential equations: a generalized smoothing approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 741-796, November.
    5. Liang, Hua & Wu, Hulin, 2008. "Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1570-1583.
    6. Eraker, Bjorn, 2001. "MCMC Analysis of Diffusion Models with Application to Finance," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 177-191, April.
    7. J. Durbin, 2002. "A simple and efficient simulation smoother for state space time series analysis," Biometrika, Biometrika Trust, vol. 89(3), pages 603-616, August.
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    Cited by:

    1. Özgür Asar & David Bolin & Peter J. Diggle & Jonas Wallin, 2020. "Linear mixed effects models for non‐Gaussian continuous repeated measurement data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(5), pages 1015-1065, November.

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