Pages that link to "Item:Q3077782"

The following pages link to Stochastic Differential Mixed-Effects Models (Q3077782):

Displaying 33 items.

• Estimating reducible stochastic differential equations by conversion to a least-squares problem (Q159694) (← links)
• Mixtures of stochastic differential equations with random effects: application to data clustering (Q254932) (← links)
• On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
• The stochastic system approach for estimating dynamic treatments effect (Q269758) (← links)
• Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
• Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
• A review on asymptotic inference in stochastic differential equations with mixed effects (Q825348) (← links)
• Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms (Q830475) (← links)
• Practical estimation of high dimensional stochastic differential mixed-effects models (Q901512) (← links)
• Negative binomial mixed models for analysis of stuttering rates (Q961970) (← links)
• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← links)
• Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling (Q2045686) (← links)
• Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
• Particle methods for stochastic differential equation mixed effects models (Q2057332) (← links)
• Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
• Stochastic target-mediated drug disposition model based on birth-death process and its parameter inference using approximate Bayesian computation-MCMC (Q2109866) (← links)
• Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (Q2111244) (← links)
• Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
• Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
• Nonparametric estimation for stochastic differential equations with random effects (Q2447643) (← links)
• Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient (Q2786499) (← links)
• Estimation for stochastic differential equations with mixed effects (Q2953444) (← links)
• Bayesian prediction of crack growth based on a hierarchical diffusion model (Q4624943) (← links)
• Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056) (← links)
• Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects (Q4923057) (← links)
• Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266) (← links)
• Parametric inference for mixed models defined by stochastic differential equations (Q5190282) (← links)
• Non parametric estimation for fractional diffusion processes with random effects (Q5384666) (← links)
• Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
• Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects (Q6107553) (← links)
• Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective (Q6145601) (← links)
• Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials (Q6493982) (← links)
• A Bayesian quantile joint modeling of multivariate longitudinal and time-to-event data (Q6590185) (← links)