On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions

DOI10.1016/j.jspi.2020.01.007zbMath1435.62112arXiv1605.03333OpenAlexW3005248656WikidataQ115345191 ScholiaQ115345191MaRDI QIDQ2306245

Sourabh Bhattacharya, Trisha Maitra

Publication date: 20 March 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03333

zbMATH Keywords

asymptotic normalitystochastic differential equationsrandom effectsmaximum likelihood estimatorposterior consistencyfinite mixture of normals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Uses Software

• MsdeParEst

Cites Work

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