Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics

DOI10.1093/imammb/dqn011zbMath1161.92018OpenAlexW2052263887WikidataQ46574665 ScholiaQ46574665MaRDI QIDQ3600048

Umberto Picchini, Andrea De Gaetano, Susanne Ditlevsen

Publication date: 10 February 2009

Published in: Mathematical Medicine and Biology (Search for Journal in Brave)

Full work available at URL: https://lup.lub.lu.se/record/4215989

zbMATH Keywords

parameter estimationstochastic differential equationsHermite expansioninsulinsystem noisedynamical modelsnon-autonomous differential equationseuglycemic hyperinsulinemic clampclosed-form transition density expansion

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Biochemistry, molecular biology (92C40) Physiology (general) (92C30)

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