Parameter estimation for a bidimensional partially observed Ornstein-Uhlenbeck process with biological application

DOI10.1111/J.1467-9469.2009.00679.XMaRDI QIDQ3077792zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic normalitymaximum likelihood estimationEM-algorithm, identifiability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(15)

• Parameter estimation and change-point detection from dynamic contrast enhanced MRI data using stochastic differential equations
• On the parameter estimation in the Schwartz-Smith's two-factor model
• Introduction to stochastic models in biology
• A contrast estimator for completely or partially observed hypoelliptic diffusion
• Estimating reducible stochastic differential equations by conversion to a least-squares problem
• On classical and Bayesian asymptotics in state space stochastic differential equations
• Analysis of a stochastic Lotka–Volterra competitive system with infinite delays and Ornstein–Uhlenbeck process
• Adaptive wavelet estimation of the diffusion coefficient under additive error measurements
• 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
• Inference for partially observed epidemic dynamics guided by Kalman filtering techniques
• Multi-factor polynomial diffusion models and inter-temporal futures dynamics
• On autoregressive measurement errors in a two-factor model
• Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
• Practical estimation of high dimensional stochastic differential mixed-effects models

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