Stochastic differential mixed-effect models
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Cites work
- A new technique for simulating the likelihood of stochastic differential equations
- Advances in multidimensional integration
- Approximate Inference in Generalized Linear Mixed Models
- Calculation of Gauss Quadrature Rules
- EM algorithms for nonlinear mixed effects models
- Estimation of the coefficients of a diffusion from discrete observations
- Estimation of the input parameters in the Feller neuronal model
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
- scientific article; zbMATH DE number 1028265 (Why is no real title available?)
- scientific article; zbMATH DE number 3992765 (Why is no real title available?)
- scientific article; zbMATH DE number 758455 (Why is no real title available?)
- Maximum Likelihood Estimation in Dynamical Models of HIV
- Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics
- Maximum likelihood estimation of time-inhomogeneous diffusions.
- Mixed effects in stochastic differential equation models
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations
- On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
- Parameters of the Diffusion Leaky Integrate-and-Fire Neuronal Model for a Slowly Fluctuating Signal
- Parametric inference for mixed models defined by stochastic differential equations
- Stochastic differential equations. An introduction with applications.
- Stochastic vs. deterministic uptake of dodecanedioic acid by isolated rat livers
- The numerical solution of stochastic differential equations
- The parameters of the stochastic leaky integrate-and-fire neuronal model
Cited in
(43)- Estimating reducible stochastic differential equations by conversion to a least-squares problem
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
- Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects
- Particle methods for stochastic differential equation mixed effects models
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
- Stochastic target-mediated drug disposition model based on birth-death process and its parameter inference using approximate Bayesian computation-MCMC
- Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
- Nonparametric estimation for i.i.d. paths of fractional SDE
- Nonparametric estimation for stochastic differential equations with random effects
- Mixtures of stochastic differential equations with random effects: application to data clustering
- On the exact and -strong simulation of (jump) diffusions
- The stochastic system approach for estimating dynamic treatments effect
- Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
- Estimation for stochastic differential equations with mixed effects
- Bidimensional random effect estimation in mixed stochastic differential model
- Mixed effects in stochastic differential equation models
- Generalized fixed-effects and mixed-effects parameters height-diameter models with diffusion processes
- Bayesian prediction of crack growth based on a hierarchical diffusion model
- Markov chain Monte Carlo for exact inference for diffusions
- Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations
- Estimation of a mixed effects model using a partially observed diffusion process
- Parametric inference for mixed models defined by stochastic differential equations
- Using PMCMC in EM algorithm for stochastic mixed models: theoretical and practical issues
- Non parametric estimation for fractional diffusion processes with random effects
- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes
- Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
- Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective
- Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials
- A Bayesian quantile joint modeling of multivariate longitudinal and time-to-event data
- Modelling ventricular fibrillation coarseness during cardiopulmonary resuscitation by mixed effects stochastic differential equations
- Random effects estimation in a fractional diffusion model based on continuous observations
- Nonparametric estimation for fractional geometric model with random effects, with application to the Nasdaq-100 stock prices
- Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes
- Likelihood estimation for stochastic differential equations with mixed effects
- Nonparametric estimation for stochastic differential equations driven by Hermite processes with random effects
- A review on asymptotic inference in stochastic differential equations with mixed effects
- Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms
- Practical estimation of high dimensional stochastic differential mixed-effects models
- Negative binomial mixed models for analysis of stuttering rates
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