Parameter estimation for a bidimensional partially observed Ornstein-Uhlenbeck process with biological application
DOI10.1111/J.1467-9469.2009.00679.XzbMATH Open1224.62032OpenAlexW2103389283MaRDI QIDQ3077792FDOQ3077792
Authors: Benjamin Favetto, Adeline Samson 
Publication date: 22 February 2011
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00679.x
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- Parameter estimation and change-point detection from dynamic contrast enhanced MRI data using stochastic differential equations
- Practical estimation of high dimensional stochastic differential mixed-effects models
- A contrast estimator for completely or partially observed hypoelliptic diffusion
- Analysis of a stochastic logistic model with diffusion and Ornstein–Uhlenbeck process
- Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth
- On the parameter estimation in the Schwartz-Smith's two-factor model
- Analysis of a stochastic Lotka–Volterra competitive system with infinite delays and Ornstein–Uhlenbeck process
- Introduction to stochastic models in biology
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