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

DOI10.1007/s00180-018-0837-4zbMath1417.65039arXiv1710.06021OpenAlexW3097995036WikidataQ129272406 ScholiaQ129272406MaRDI 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 datastochastic processescompartmental modelsmixed-effectsgrowth curves

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean ⋮ A novel unification method to characterize a broad class of growth curve models using relative growth rate ⋮ resde

Uses Software

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

Cites Work

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