Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models (Q896589)
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scientific article; zbMATH DE number 6518710
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| English | Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models |
scientific article; zbMATH DE number 6518710 |
Statements
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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0.8261834383010864
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0.8091488480567932
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0.794880747795105
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0.7848208546638489
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0.7839979529380798
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