On asymptotic inference in stochastic differential equations with time‐varying covariates (Q4960937)

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scientific article; zbMATH DE number 7193351
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On asymptotic inference in stochastic differential equations with time‐varying covariates
scientific article; zbMATH DE number 7193351

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    On asymptotic inference in stochastic differential equations with time‐varying covariates (English)
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    24 April 2020
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    asymptotic normality
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    functional data
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    Gibbs sampling
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    maximum likelihood estimator
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    posterior consistency
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    random effects
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