Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
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- Laplace's approximation for nonlinear mixed models
- Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics
- Parametric inference for mixed models defined by stochastic differential equations
- Practical estimation of high dimensional stochastic differential mixed-effects models
- Stochastic differential mixed-effect models
- Stochastic vs. deterministic uptake of dodecanedioic acid by isolated rat livers
- Strong consistency of MLE in nonlinear mixed-effects models with large cluster size
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
Cited in
(40)- Maximum likelihood inference for univariate delay differential equation models with multiple delays
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects
- Particle methods for stochastic differential equation mixed effects models
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
- Nonparametric estimation for i.i.d. paths of fractional SDE
- On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions
- Nonparametric estimation for stochastic differential equations with random effects
- Mixtures of stochastic differential equations with random effects: application to data clustering
- Stochastic derivative estimation for max-stable random fields
- The stochastic system approach for estimating dynamic treatments effect
- On asymptotics related to classical inference in stochastic differential equations with random effects
- Maximum likelihood estimates of a class of one-dimensional stochastic differential equation models from discrete data
- Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
- scientific article; zbMATH DE number 6387571 (Why is no real title available?)
- Estimation for stochastic differential equations with mixed effects
- Bidimensional random effect estimation in mixed stochastic differential model
- Stochastic differential mixed-effect models
- Maximum likelihood estimation in Skorohod stochastic differential equations
- scientific article; zbMATH DE number 2028712 (Why is no real title available?)
- The maximum likelihood estimation for a class of stochastic differential equations driven by a Gaussian moving average process
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations
- Non parametric estimation for fractional diffusion processes with random effects
- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes
- Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
- Inference for a discretized stochastic logistic differential equation and its application to biological growth
- On a projection least squares estimator for jump diffusion processes
- Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials
- Statistical inference for stochastic differential equations
- Modelling ventricular fibrillation coarseness during cardiopulmonary resuscitation by mixed effects stochastic differential equations
- Random effects estimation in a fractional diffusion model based on continuous observations
- Kernel estimators for q-fractional diffusion processes with random effects using q-calculus
- Nonparametric estimation for fractional geometric model with random effects, with application to the Nasdaq-100 stock prices
- Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs
- Likelihood estimation for stochastic differential equations with mixed effects
- Nonparametric estimation for stochastic differential equations driven by Hermite processes with random effects
- On classical and Bayesian asymptotics in state space stochastic differential equations
- A review on asymptotic inference in stochastic differential equations with mixed effects
- On Bayesian asymptotics in stochastic differential equations with random effects
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