Publication:3077782

DOI10.1111/j.1467-9469.2009.00665.xzbMath1224.62041OpenAlexW2023430330WikidataQ55940923 ScholiaQ55940923MaRDI QIDQ3077782

Umberto Picchini, Susanne Ditlevsen, Andrea De Gaetano

Publication date: 22 February 2011

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00665.x

zbMATH Keywords

stochastic differential equationmaximum likelihood estimationrandom effects

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Uses Software

• Matlab
• R
• nlme
• mp toolbox

Cites Work

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