Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion-Reference-Cited by-同舟云学术

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Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion

Published:2021-05 Issue: Volume:397 Page:125927
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Dai Min,Duan Jinqiao,Liao Junjun,Wang Xiangjun

Funder

National Science Foundation

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference28 articles.

1. Generalized linear models;McCullagh,1989

2. Nonlinear Models to Repeated Measurement Data;Davidian,1995

3. Mixed-Effect Models in S and Splus;Pinheiro,2000

4. Approximate inference in generalized linear mixed models;Breslow;J. Am. Stat. Assoc.,1993

5. Analysis of Longtitudinal Data;Diggle,2002

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