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
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Cites work
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- Nonparametric estimation of random-effects densities in linear mixed-effects model
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- Stochastic differential mixed-effect models
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Cited in
(20)- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes
- Estimation for stochastic differential equations with mixed effects
- Nonparametric estimation for small fractional diffusion processes with random effects
- Adaptive estimation in the linear random coefficients model when regressors have limited variation
- Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects
- A review on asymptotic inference in stochastic differential equations with mixed effects
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective
- Non parametric estimation for fractional diffusion processes with random 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
- Stochastic degradation process modeling and remaining useful life estimation with flexible random-effects
- Nonparametric estimation for i.i.d. paths of fractional SDE
- 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
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
- New adaptive strategies for nonparametric estimation in linear mixed models
- Bidimensional random effect estimation in mixed stochastic differential model
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