Single Molecule Analysis Research Tool (SMART): An Integrated Approach for Analyzing Single Molecule Data
Author
Abstract
Suggested Citation
DOI: 10.1371/journal.pone.0030024
Download full text from publisher
References listed on IDEAS
- Sergey V. Solomatin & Max Greenfeld & Steven Chu & Daniel Herschlag, 2010. "Multiple native states reveal persistent ruggedness of an RNA folding landscape," Nature, Nature, vol. 463(7281), pages 681-684, February.
- Tobias Rydén & Timo Teräsvirta & Stefan Åsbrink, 1998.
"Stylized facts of daily return series and the hidden Markov model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 217-244.
- Rydén, Tobias & Teräsvirta, Timo & Åsbrink, Stefan, 1996. "Stylized Facts of Daily Return Series and the Hidden Markov Model," SSE/EFI Working Paper Series in Economics and Finance 117, Stockholm School of Economics.
- Paolo Giudici & Tobias Ryden & Pierre Vandekerkhove, 2000. "Likelihood-Ratio Tests for Hidden Markov Models," Biometrics, The International Biometric Society, vol. 56(3), pages 742-747, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Markus Götz & Anders Barth & Søren S.-R. Bohr & Richard Börner & Jixin Chen & Thorben Cordes & Dorothy A. Erie & Christian Gebhardt & Mélodie C. A. S. Hadzic & George L. Hamilton & Nikos S. Hatzakis &, 2022. "A blind benchmark of analysis tools to infer kinetic rate constants from single-molecule FRET trajectories," Nature Communications, Nature, vol. 13(1), pages 1-12, December.
- Simon Wanninger & Pooyeh Asadiatouei & Johann Bohlen & Clemens-Bässem Salem & Philip Tinnefeld & Evelyn Ploetz & Don C. Lamb, 2023. "Deep-LASI: deep-learning assisted, single-molecule imaging analysis of multi-color DNA origami structures," Nature Communications, Nature, vol. 14(1), pages 1-13, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jörn Dannemann & Hajo Holzmann, 2008. "Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 309-321, June.
- Dannemann, Jorn & Holzmann, Hajo, 2008. "The likelihood ratio test for hidden Markov models in two-sample problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1850-1859, January.
- Milan Kumar Das & Anindya Goswami, 2019. "Testing of binary regime switching models using squeeze duration analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-20, March.
- Krämer, Walter & Sibbertsen, Philipp & Kleiber, Christian, 2001. "Long memory vs. structural change in financial time series," Technical Reports 2001,37, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Gil-Alana, L.A., 2006.
"Fractional integration in daily stock market indexes,"
Review of Financial Economics, Elsevier, vol. 15(1), pages 28-48.
- L.A. Gil‐Alana, 2006. "Fractional integration in daily stock market indexes," Review of Financial Economics, John Wiley & Sons, vol. 15(1), pages 28-48.
- Siu, Tak Kuen & Yang, Hailiang & Lau, John W., 2008. "Pricing currency options under two-factor Markov-modulated stochastic volatility models," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 295-302, December.
- Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010. "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper 21154, University Library of Munich, Germany.
- Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015. "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, vol. 24(C), pages 160-187.
- Cheung, Yin-Wong & Erlandsson, Ulf G., 2005.
"Exchange Rates and Markov Switching Dynamics,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 314-320, July.
- Yin-Wong Cheung & Ulf G. Erlandsson, 2004. "Exchange Rates and Markov Switching Dynamics," CESifo Working Paper Series 1348, CESifo.
- Yin-wong Cheung & Ulf G. Erlandsson, 2005. "Exchange Rates and Markov Switching Dynamics," Working Papers 052005, Hong Kong Institute for Monetary Research.
- Jan Bulla, 2010.
"Hidden Markov models with t components. Increased persistence and other aspects,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(3), pages 459-475.
- Bulla, Jan, 2009. "Hidden Markov models with t components. Increased persistence and other aspects," MPRA Paper 21830, University Library of Munich, Germany.
- Kim, Sei-wan & Lee, Kihoon & Nam, Kiseok, 2010. "The relationship between CO2 emissions and economic growth: The case of Korea with nonlinear evidence," Energy Policy, Elsevier, vol. 38(10), pages 5938-5946, October.
- Davi Valladão & Thuener Silva & Marcus Poggi, 2019. "Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns," Annals of Operations Research, Springer, vol. 282(1), pages 379-405, November.
- Teräsvirta, Timo, 2006. "An introduction to univariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance 646, Stockholm School of Economics.
- Henry Aray, 2006. "The Latin American and Spanish Stock markets," ThE Papers 06/12, Department of Economic Theory and Economic History of the University of Granada..
- Rosychuk, Rhonda J. & Shofiqul Islam, 2009. "Parameter estimation in a model for misclassified Markov data -- a Bayesian approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3805-3816, September.
- Roberto Colombi & Sabrina Giordano, 2011. "Testing lumpability for marginal discrete hidden Markov models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 293-311, September.
- Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(3), pages 169-196, September.
- Michael C. Fu & Bingqing Li & Rongwen Wu & Tianqi Zhang, 2020. "Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model," Papers 2006.15054, arXiv.org.
- Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004.
- Erlandsson, Ulf, 2004. "Reconnecting the Markov Switching Model with Economic Fundamentals," Working Papers 2004:4, Lund University, Department of Economics, revised 04 Nov 2004.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0030024. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.