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Parametric inference for mixed models defined by stochastic differential equations
ESAIM Probability and Statistics
◽
10.1051/ps:2007045
◽
2008
◽
Vol 12
◽
pp. 196-218
◽
Cited By ~ 26
Author(s):
Sophie Donnet
◽
Adeline Samson
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Mixed Models
◽
Parametric Inference
Download Full-text
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References
Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations
Stochastic Analysis and Applications
◽
10.1080/07362994.2021.1902352
◽
2021
◽
pp. 1-12
Author(s):
B.L.S. Prakasa Rao
Keyword(s):
Brownian Motion
◽
Differential Equations
◽
Stochastic Differential Equations
◽
Fractional Brownian Motion
◽
Random Effects
◽
Parametric Inference
◽
Discrete Observations
◽
Mixed Fractional Brownian Motion
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Parametric Inference for Discretely Sampled Stochastic Differential Equations
Handbook of Financial Time Series
◽
10.1007/978-3-540-71297-8_23
◽
2009
◽
pp. 531-553
◽
Cited By ~ 6
Author(s):
Michael Sørensen
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Parametric Inference
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Simulation and Parametric Inference of a Mixed Effects Model with Stochastic Differential Equations Using the Fokker-Planck Equation Solution
Numerical Modeling and Computer Simulation
◽
10.5772/intechopen.90751
◽
2020
◽
Author(s):
Bakrim Fadwa
◽
Hamid El Maroufy
◽
Hassan Ait Mousse
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Planck Equation
◽
Mixed Effects
◽
Mixed Effects Model
◽
Parametric Inference
◽
Equation Solution
◽
Fokker Planck Equation
◽
Fokker Planck
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Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
Stochastic Processes and their Applications
◽
10.1016/j.spa.2021.09.002
◽
2021
◽
Author(s):
Valentine Genon-Catalot
◽
Catherine Larédo
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Parametric Inference
◽
Small Variance
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Parametric Inference for Discretely Sampled Stochastic Differential Equations
SSRN Electronic Journal
◽
10.2139/ssrn.1148169
◽
2008
◽
Cited By ~ 2
Author(s):
Michael Sorensen
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Parametric Inference
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Bayesian Analysis of Growth Curves Using Mixed Models Defined by Stochastic Differential Equations
Biometrics
◽
10.1111/j.1541-0420.2009.01342.x
◽
2009
◽
Vol 66
(3)
◽
pp. 733-741
◽
Cited By ~ 36
Author(s):
Sophie Donnet
◽
Jean-Louis Foulley
◽
Adeline Samson
Keyword(s):
Differential Equations
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Bayesian Analysis
◽
Stochastic Differential Equations
◽
Mixed Models
◽
Growth Curves
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Stochastic Differential Equations for Power Law Behaviors
10.21236/ada577839
◽
2012
◽
Author(s):
Bo Jiang
◽
Roger Brockett
◽
Weibo Gong
◽
Don Towsley
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Power Law
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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems
10.21236/ada591767
◽
2013
◽
Author(s):
Chihoon Lee
Keyword(s):
Parameter Estimation
◽
Differential Equations
◽
Stochastic Differential Equations
◽
Brownian Motions
◽
Fractional Brownian Motions
◽
Estimation Problems
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Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.
SSRN Electronic Journal
◽
10.2139/ssrn.3133959
◽
2018
◽
Author(s):
Ahsan Amin
Keyword(s):
Monte Carlo Simulation
◽
Monte Carlo
◽
Differential Equations
◽
Stochastic Differential Equations
◽
Stochastic Integrals
◽
Iterated Integrals
Download Full-text
Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays
International Journal of Robust and Nonlinear Control
◽
10.1002/rnc.5275
◽
2020
◽
Vol 31
(1)
◽
pp. 250-267
◽
Cited By ~ 1
Author(s):
Ruili Song
◽
Bo Wang
◽
Quanxin Zhu
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Multiple Delays
◽
Delay Dependent
◽
Delay Dependent Stability
◽
Nonlinear Hybrid
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