Practical estimation of high dimensional stochastic differential mixed-effects models (Q901512): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Practical estimation of high dimensional stochastic differential mixed-effects models |
scientific article |
Statements
Practical estimation of high dimensional stochastic differential mixed-effects models (English)
0 references
12 January 2016
0 references
automatic differentiation
0 references
closed form transition density expansion
0 references
maximum likelihood estimation
0 references
population estimation
0 references
stochastic differential equation
0 references
Cox-Ingersoll-Ross process
0 references
