Mixed effects in stochastic differential equation models
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(26)- 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
- Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions
- Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial 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
- Nonparametric estimation for stochastic differential equations with random effects
- Stochastic differential mixed-effect models
- Bayesian prediction of crack growth based on a hierarchical diffusion model
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations
- Estimation of a mixed effects model using a partially observed diffusion process
- Parametric inference for mixed models defined by stochastic differential equations
- Non parametric estimation for fractional diffusion processes with random effects
- An optimization‐based stochastic model of the two‐compartment pharmacokinetics
- 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
- Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective
- Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth
- Parameter estimation in mixed fractional stochastic heat equation
- On a projection least squares estimator for jump diffusion processes
- 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
- Adaptive Markov chain Monte Carlo forward projection for statistical analysis in epidemic modelling of human papillomavirus
- Nonparametric estimation for stochastic differential equations driven by Hermite processes with random effects
- A review on asymptotic inference in stochastic differential equations with mixed effects
- Practical estimation of high dimensional stochastic differential mixed-effects models
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