Concepedia

Parameter Estimation For Diffusions

Parameter Estimation for Diffusions is a statistical inference method that belongs to the class of diffusion process modeling techniques, specifically concerned with determining the unknown parameters of a stochastic differential equation from observed sample paths of the diffusion process.

608

Publications

34.4K

Citations

1.1K

Authors

567

Institutions

Publications per year

2017–2026

108

Parents

Publications

608

ARCH models as diffusion approximations

Daniel B. Nelson · Journal of Econometrics · 1990 · 964 citations

, , +6

Estimating parameters of the diffusion model: Approaches to dealing with contaminant reaction times and parameter variability

Roger Ratcliff, Francis Tuerlinckx · Psychonomic Bulletin & Review · 2002 · 886 citations · Full text

, , +16

Interpreting the parameters of the diffusion model: An empirical validation

Klaus Rothermund · Memory & Cognition · 2004 · 612 citations · Full text

, , +11

A Meta-Analysis of Applications of Diffusion Models

Fareena Sultan, John U. Farley, Donald R. Lehmann · Journal of Marketing Research · 1990 · 568 citations

, , +17

Weighted linear least squares estimation of diffusion MRI parameters: Strengths, limitations, and pitfalls

Jelle Veraart, Jan Sijbers, Stefan Sunaert et al. · NeuroImage · 2013 · 535 citations

, , +14

1–5 of 608

Authors

1.1K

  1. NY
    Nakahiro Yoshida

    The University of Tokyo, Japan

    15 publications · 1.3K citations

    13

    h-index

  2. MS
    Michael Sørensen

    University of Copenhagen, Denmark

    16 publications · 1.7K citations

    13

    h-index

  3. YA
    Yury A. Kutoyants

    Le Mans Université, France

    10 publications · 275 citations

    10

    h-index

  4. MU
    Masayuki Uchida

    The University of Osaka, Japan

    9 publications · 282 citations

    9

    h-index

  5. VG
    Valentine Genon‐Catalot

    Université Paris Cité, France

    9 publications · 367 citations

    9

    h-index

1–5 of 1.1K

Institutions

567

  1. Université Paris Cité

    Paris, France

    18 h-index

    38 publications

    1.8K citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    18 h-index

    51 publications

    1.8K citations

  3. University of Copenhagen

    Copenhagen, Denmark

    16 h-index

    29 publications

    1.4K citations

  4. Universidad de Granada

    Granada, Spain

    13 h-index

    37 publications

    772 citations

  5. The University of Tokyo

    Tokyo, Japan

    11 h-index

    14 publications

    923 citations

  6. Mathématiques Appliquées à Paris 5

    Paris, France

    11 h-index

    17 publications

    609 citations

  7. University of Warwick

    Coventry, United Kingdom

    10 h-index

    17 publications

    761 citations

  8. The University of Osaka

    Osaka, Japan

    10 h-index

    15 publications

    561 citations

1–8 of 567

Venues

  1. Journal of Econometrics

    23 publications · 2K citations

    20

    h-index

  2. Scandinavian Journal of Statistics

    17 publications · 1.1K citations

    15

    h-index

  3. Stochastic Processes and their Applications

    17 publications · 749 citations

    15

    h-index

  4. Bernoulli

    15 publications · 1.6K citations

    14

    h-index

  5. Statistical Inference for Stochastic Processes

    19 publications · 837 citations

    14

    h-index

1–5