A central challenge in computational modeling of dynamic biological systems is parameter inference from experimental time course measurements. Here we present an overview of the modeling approaches based on stochastic population dynamic models and their approximations. For an application on the mesoscopic scale, we present a two dimensional continuous-time Bayesian hierarchical diffusion model which has the potential to address the different sources of variability that are relevant to the stochastic modelling of transcriptional and translational processes at the molecular level, namely, intrinsic noise due to the stochastic nature of the birth and deaths processes involved in chemical reactions, extrinsic noise arising from the cell-to-cell variation of kinetic parameters associated with these processes and noise associated with the measurement process. Inference is complicated by the fact that only the protein and rarely other molecular species are observed which is typically entailing problems of parameter identification in dynamical systems. For an application on the macroscopic scale, we introduce a mechanistic 'switch' model for encoding a continuous transcriptional profile of genes over time with the aim of identifying the timing properties of mRNA synthesis which is assumed to switch between periods of transcriptional activity and inactivity, each time leading to the transition of a new steady state, while mRNA degradation is an ongoing linear process. The model is rich enough to capture a wide variety of expression behaviours including periodic genes. Finally, I will also give a brief introduction to some recent work on inferring the periodicity of the expression of circadian and other oscillating genes. Joint work with: Maria Costa, Dan Woodcock, Dafyd Jenkins, David Rand (all Warwick Systems Biology), Michal Komorowski (Imperial College London).