Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model

DOI10.1007/s00184-016-0583-yzbMath1358.62067OpenAlexW2263636604MaRDI QIDQ504180

Charlotte Dion

Publication date: 25 January 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0583-y

zbMATH Keywords

stochastic differential equationsOrnstein-Uhlenbeck processkernel estimatornonparametric estimationdeconvolution methodmixed-effect modelneuronal data

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

A review on asymptotic inference in stochastic differential equations with mixed effects ⋮ Estimation for stochastic differential equations with mixed effects ⋮ Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling ⋮ Nonparametric estimation for small fractional diffusion processes with random effects

Uses Software

• MsdeParEst

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