MsdeParEst

swMATH25419MaRDI QIDQ37158FDOQ37158

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Source code repository: https://github.com/cran/MsdeParEst

Cited In (22)

• A review on asymptotic inference in stochastic differential equations with mixed effects
• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
• Mixtures of stochastic differential equations with random effects: application to data clustering
• Bidimensional random effect estimation in mixed stochastic differential model
• The stochastic system approach for estimating dynamic treatments effect
• On asymptotics related to classical inference in stochastic differential equations with random effects
• Nonparametric estimation for i.i.d. paths of fractional SDE
• Particle methods for stochastic differential equation mixed effects models
• On Bayesian asymptotics in stochastic differential equations with random effects
• Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
• Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
• Non parametric estimation for fractional diffusion processes with random effects
• On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions
• Parametric estimation from approximate data: non-Gaussian diffusions
• Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models
• Nonparametric estimation for stochastic differential equations with random effects
• On classical and Bayesian asymptotics in state space stochastic differential equations
• Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
• Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
• Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
• Stability of a class of hybrid neutral stochastic differential equations with unbounded delay
• Estimation for stochastic differential equations with mixed effects

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