Practical estimation of high dimensional stochastic differential mixed-effects models (Q901512)
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scientific article; zbMATH DE number 6528931
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| English | Practical estimation of high dimensional stochastic differential mixed-effects models |
scientific article; zbMATH DE number 6528931 |
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Practical estimation of high dimensional stochastic differential mixed-effects models (English)
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12 January 2016
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automatic differentiation
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closed form transition density expansion
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maximum likelihood estimation
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population estimation
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stochastic differential equation
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Cox-Ingersoll-Ross process
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0.8534323573112488
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0.8385178446769714
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0.827725350856781
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0.8087698817253113
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