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07/24/2020
Prediction-based estimation for diffusion models with high-frequency data
This paper obtains asymptotic results for parametric inference using pre...
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03/25/2019
Simulating bridges using confluent diffusions
Diffusions are a fundamental class of models in many fields, including f...
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04/01/2018
Toroidal diffusions and protein structure evolution
This chapter shows how toroidal diffusions are convenient methodological...
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11/29/2017