A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (Q1623807): Difference between revisions

@@ Property / cites work @@
+Closed-form likelihood expansions for multivariate diffusions
+Normal rank
@@ Property / cites work @@
+Q3068202
@@ Property / cites work: Q3068202 / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison of three different stochastic population models with regard to persistence time
+Normal rank
@@ Property / cites work @@
+A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
+Normal rank
@@ Property / cites work @@
+Comparison of deterministic and stochastic SIS and SIR models in discrete time
+Normal rank
@@ Property / cites work @@
+Stochastic epidemic models and their statistical analysis
+Normal rank
@@ Property / cites work @@
+Particle Markov Chain Monte Carlo Methods
@@ Property / cites work: Particle Markov Chain Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Malaria in Northwest India: Data Analysis via Partially Observed Stochastic Differential Equation Models Driven by Lévy Noise
+Normal rank
@@ Property / cites work @@
+Time series analysis via mechanistic models
@@ Property / cites work: Time series analysis via mechanistic models / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Analysis of Growth Curves Using Mixed Models Defined by Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters for Macroparasite Population Evolution Using Approximate Bayesian Computation
+Normal rank
@@ Property / cites work @@
+Q3959963
@@ Property / cites work: Q3959963 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Econometric Models Using Monte Carlo Integration
+Normal rank
@@ Property / cites work @@
+Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation
+Normal rank
@@ Property / cites work @@
+Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A regularized bridge sampler for sparsely sampled diffusions
+Normal rank
@@ Property / cites work @@
+Deterministic Nonperiodic Flow
@@ Property / cites work: Deterministic Nonperiodic Flow / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient importance sampling maximum likelihood estimation of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4834284
@@ Property / cites work: Q4834284 / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
+Normal rank
@@ Property / cites work @@
+Efficient high-dimensional importance sampling
@@ Property / cites work: Efficient high-dimensional importance sampling / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems
+Normal rank
@@ Property / cites work @@
+Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank