Parametric inference for mixed models defined by stochastic differential equations (Q5190282)

From MaRDI portal
scientific article; zbMATH DE number 5681380
Language Label Description Also known as
English
Parametric inference for mixed models defined by stochastic differential equations
scientific article; zbMATH DE number 5681380

    Statements

    Parametric inference for mixed models defined by stochastic differential equations (English)
    0 references
    0 references
    0 references
    15 March 2010
    0 references
    Brownian bridge
    0 references
    diffusion process
    0 references
    Euler-Maruyama approximation
    0 references
    Gibbs algorithm
    0 references
    incomplete data model
    0 references
    maximum likelihood estimation
    0 references
    non-linear mixed effects model
    0 references
    SAEM algorithm
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references