Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (Q3077792): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1111/j.1467-9469.2009.00679.x / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00679.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2103389283 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale estimation functions for discretely observed diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic vs. deterministic uptake of dodecanedioic acid by isolated rat livers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of the diffusion coefficient for multi-dimensional diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Leroux's method for general hidden Markov models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of an Ergodic Diffusion from Discrete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-maximum likelihood estimation of stochastic volatility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4023802 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1111/J.1467-9469.2009.00679.X / rank
 
Normal rank

Latest revision as of 09:49, 20 December 2024

scientific article
Language Label Description Also known as
English
Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application
scientific article

    Statements

    Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (English)
    0 references
    0 references
    0 references
    22 February 2011
    0 references
    maximum likelihood estimation
    0 references
    EM-algorithm, identifiability
    0 references
    asymptotic normality
    0 references

    Identifiers