Estimating reducible stochastic differential equations by conversion to a least-squares problem

DOI10.1007/s00180-018-0837-4zbMath1417.65039arXiv1710.06021MaRDI QIDQ159694

Oscar García, Xianqiang Yang

Publication date: 10 September 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.06021

zbMATH Keywords

longitudinal data; stochastic processes; compartmental models; mixed-effects; growth curves

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62P10: Applications of statistics to biology and medical sciences; meta analysis

62M05: Markov processes: estimation; hidden Markov models

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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Uses Software

• R
• S-PLUS
• CRAN
• MASS (R)
• ve08
• pomp
• MEMSS
• YUIMA
• PSM
• ctsem