Multivariate generalization of the confluent hypergeometric function kind 1 distribution.

Nagar, Daya K.; Sepúlveda-Murillo, Fabio Humberto

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Filtering the Wright-Fisher diffusion

Mireille Chaleyat-Maurel, Valentine Genon-Catalot (2009)

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We consider a Wright-Fisher diffusion whose current state cannot be observed directly. Instead, at times < < ..., the observations are such that, given the process , the random variables () are independent and the conditional distribution of only depends on . When this conditional distribution has a specific form, we prove that the model ((), 1) is a computable filter in the sense that all distributions involved in filtering,...