Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient (Q2786499)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
scientific article

    Statements

    Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient (English)
    0 references
    0 references
    0 references
    0 references
    12 February 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    approximate maximum likelihood estimator
    0 references
    asymptotic normality
    0 references
    consistency
    0 references
    estimating equations
    0 references
    random effects models
    0 references
    stochastic differential equations
    0 references
    0 references