Nonparametric estimation for stochastic differential equations with random effects
From MaRDI portal
Publication:2447643
DOI10.1016/j.spa.2013.04.009zbMath1284.62251OpenAlexW2093564649MaRDI QIDQ2447643
Adeline Samson, Valentine Genon-Catalot, Fabienne 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
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)
Related Items
A review on asymptotic inference in stochastic differential equations with mixed effects, Bidimensional random effect estimation in mixed stochastic differential model, Estimation for stochastic differential equations with mixed effects, Nadaraya–Watson estimator for I.I.D. paths of diffusion processes, Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective, New adaptive strategies for nonparametric estimation in linear mixed models, Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model, Adaptive nonparametric estimation of a component density in a two-class mixture model, Nonparametric estimation for i.i.d. paths of fractional SDE, Nonparametric drift estimation for i.i.d. paths of stochastic differential equations, Stochastic degradation process modeling and remaining useful life estimation with flexible random-effects, Nonparametric estimation for small fractional diffusion processes with random effects, 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, Mixtures of stochastic differential equations with random effects: application to data clustering
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- On the optimal rates of convergence for nonparametric deconvolution problems
- Practical estimation of high dimensional stochastic differential mixed-effects models
- Comparison of nonparametric methods in nonlinear mixed effects models
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Adaptive wavelet estimator for nonparametric density deconvolution
- Concentration around the mean for maxima of empirical processes
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
- Stochastic Differential Mixed-Effects Models
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Penalized contrast estimator for adaptive density deconvolution
- Mixed-Effects Models in S and S-PLUS
- Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
- Parametric inference for mixed models defined by stochastic differential equations
- Introduction to nonparametric estimation
