Practical estimation of high dimensional stochastic differential mixed-effects models (Q901512)

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Practical estimation of high dimensional stochastic differential mixed-effects models
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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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