64 citations · 195 across the 18 of their papers we have counts for
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stat.ME2017★ 8 cited
Hypoelliptic diffusions: discretization, filtering and inference from complete and partial observations
Susanne Ditlevsen, Adeline Samson
The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise struct…
stat.ME2017★ 1 cited
Multivariate inhomogeneous diffusion models with covariates and mixed effects
Mareile Große Ruse, Adeline Samson, Susanne Ditlevsen
Modeling of longitudinal data often requires diffusion models that incorporate overall time-dependent, nonlinear dynamics of multiple components and provide sufficient flexibility…