Titlebook: Inference for Diffusion Processes; With Applications in Christiane Fuchs Book 2013 Springer-Verlag Berlin Heidelberg 2013 Bayesian inferenc

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Application I: Spread of Influenzaecisely, it analyses a well-known dataset on an influenza outbreak in a British boarding school and the spatial spread of influenza in Germany during the season 2009/10, in which the swine flu virus was prevalent. In the latter example, spatial mixing of individuals is estimated from commuter data.

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Book 2013s but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way wh

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tatistical inference for diffusion processes are comprehensi.Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, a

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