MsdeParEst - MaRDI portal

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Official website: https://cran.r-project.org/web/packages/MsdeParEst/index.html

Source code repository: https://github.com/cran/MsdeParEst

Cited In (27)

A review on asymptotic inference in stochastic differential equations with mixed effects
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
Mixtures of stochastic differential equations with random effects: application to data clustering
Bidimensional random effect estimation in mixed stochastic differential model
The stochastic system approach for estimating dynamic treatments effect
On asymptotics related to classical inference in stochastic differential equations with random effects
Nonparametric estimation for i.i.d. paths of fractional SDE
Particle methods for stochastic differential equation mixed effects models
On Bayesian asymptotics in stochastic differential equations with random effects
Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
Non parametric estimation for fractional diffusion processes with random effects
On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions
Parametric estimation from approximate data: non-Gaussian diffusions
Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models
Nonparametric estimation for stochastic differential equations with random effects
Monolix
PSM
sde
MULTIFAN-CL
mixedsde
On classical and Bayesian asymptotics in state space stochastic differential equations
Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
Stability of a class of hybrid neutral stochastic differential equations with unbounded delay
Estimation for stochastic differential equations with mixed effects

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