Parametric inference for mixed models defined by stochastic differential equations

DOI10.1051/ps:2007045zbMath1182.62164OpenAlexW2147119515MaRDI QIDQ5190282

Adeline Samson, Sophie Donnet

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/245523

zbMATH Keywords

maximum likelihood estimationdiffusion processBrownian bridgeSAEM algorithmEuler-Maruyama approximationGibbs algorithmnon-linear mixed effects modelincomplete data model

Mathematics Subject Classification ID

Related Items (20)

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