Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models (Q896589): Difference between revisions

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Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models
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    Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models (English)
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    10 December 2015
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    stochastic differential equations
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    mixed-effects models
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    SAEM
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    extended Kalman filter
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