Parametric inference for mixed models defined by stochastic differential equations (Q5190282): Difference between revisions

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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+On the ergodicity properties of some adaptive MCMC algorithms
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+The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus
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+The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+Exact simulation of diffusions
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+Martingale estimation functions for discretely observed diffusion processes
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+Estimation of the coefficients of a diffusion from discrete observations
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+Convergence of a stochastic approximation version of the EM algorithm
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+Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
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+Estimation of parameters in incomplete data models defined by dynamical systems
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+Asymptotics of the maximum likelihood estimator for general hidden Markov models
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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+Diffusions with measurement errors. I. Local Asymptotic Normality
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+Diffusions with measurement errors. II. Optimal estimators
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Coupling a stochastic approximation version of EM with an MCMC procedure
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+Maximum likelihood estimation in nonlinear mixed effects models
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+Parameter estimation for diffusion type processes of observation
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+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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+Evaluation of likelihood functions for Gaussian signals
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+CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS
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+Prediction‐based estimating functions
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+Markov chains for exploring posterior distributions. (With discussion)
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+Laplace's approximation for nonlinear mixed models
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+Publication:5190282