Nonparametric estimation for stochastic differential equations with random effects
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Publication:2447643
DOI10.1016/J.SPA.2013.04.009zbMATH Open1284.62251OpenAlexW2093564649MaRDI QIDQ2447643FDOQ2447643
Authors: V. Genon-Catalot, Adeline Samson, F. Comte 
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.04.009
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Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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- Mixed-Effects Models in S and S-PLUS
- Introduction to nonparametric estimation
- On the optimal rates of convergence for nonparametric deconvolution problems
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Stochastic differential mixed-effect models
- Parametric inference for mixed models defined by stochastic differential equations
- Practical estimation of high dimensional stochastic differential mixed-effects models
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- Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
- Adaptive wavelet estimator for nonparametric density deconvolution
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- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Concentration around the mean for maxima of empirical processes
- Penalized contrast estimator for adaptive density deconvolution
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Mixed effects in stochastic differential equation models
- Comparison of nonparametric methods in nonlinear mixed effects models
Cited In (20)
- A review on asymptotic inference in stochastic differential equations with mixed effects
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- 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
- Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective
- New adaptive strategies for nonparametric estimation in linear mixed models
- Nonparametric estimation for i.i.d. paths of fractional SDE
- Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
- Stochastic degradation process modeling and remaining useful life estimation with flexible random-effects
- Adaptive nonparametric estimation of a component density in a two-class mixture model
- 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
- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects
- Nonparametric estimation for small fractional diffusion processes with random effects
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
- Adaptive estimation in the linear random coefficients model when regressors have limited variation
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies
- Estimation for stochastic differential equations with mixed effects
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