Likelihood estimation for stochastic differential equations with mixed effects (Q7313899)

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Likelihood estimation for stochastic differential equations with mixed effects

scientific article; zbMATH DE number 8239534

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English	Likelihood estimation for stochastic differential equations with mixed effects	scientific article; zbMATH DE number 8239534

Statements

instance of

scholarly article

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title

Likelihood estimation for stochastic differential equations with mixed effects (English)

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author

Fernando Baltazar-Larios

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Mogens Bladt

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Michael Sørensen

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published in

Scandinavian Journal of Statistics

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publication date

13 August 2026

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copyright license

Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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MaRDI profile type

MaRDI publication profile

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cites work

Closed-form likelihood expansions for multivariate diffusions

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The pseudo-marginal approach for efficient Monte Carlo computations

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Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)

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Corrigendum to: ``Simulation of multivariate diffusion bridges''

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Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion

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A review on asymptotic inference in stochastic differential equations with mixed effects

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Q4865948

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Bayesian Analysis of Growth Curves Using Mixed Models Defined by Stochastic Differential Equations

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Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials

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Exponential families of stochastic processes

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The parameters of the stochastic leaky integrate-and-fire neuronal model

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On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions

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Q4353852

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Practical estimation of high dimensional stochastic differential mixed-effects models

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Parameters of the Diffusion Leaky Integrate-and-Fire Neuronal Model for a Slowly Fluctuating Signal

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Bayesian inference for stochastic differential equation mixed effects models of a tumour xenography study

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Stochastic differential mixed-effect models

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Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects

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On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm

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Inference for biomedical data by using diffusion models with covariates and mixed effects

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Markov chain Monte Carlo for exact inference for diffusions

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Bayesian inference for diffusion-driven mixed-effects models

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Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms

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Identifiers

DOI

10.1111/SJOS.70068

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Mathematics Subject Classification ID

62-XX

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zbMATH DE Number

8239534

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Sitelinks

Mathematics(1 entry)

mardi Likelihood estimation for stochastic differential equations with mixed effects