Parametric inference for discrete observations of diffusion processes with mixed effects-Reference-Cited by-同舟云学术

Parametric inference for discrete observations of diffusion processes with mixed effects

Published:2018-06 Issue:6 Volume:128 Page:1929-1957
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Delattre Maud,Genon-Catalot Valentine,Larédo Catherine

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference22 articles.

1. Investigations of a compartmental model for leucine kinetics using non-linear mixed effects models with ordinary and stochastic differential equations;Berglund;Math. Med. Biol.,2001

2. Penalized nonparametric mean square estimation of the coefficients of diffusion processes;Comte;Bernoulli,2007

3. Nonparametric estimation for stochastic differential equations with random effects;Comte;Stochastic Process. Appl.,2013

4. Maximum likelihood estimation for stochastic differential equations with random effects;Delattre;Scand. J. Stat.,2013

5. Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient;Delattre;ESAIM Probab. Stat.,2015

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