Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models (Q896589)
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scientific article; zbMATH DE number 6518710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models |
scientific article; zbMATH DE number 6518710 |
Statements
Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models (English)
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10 December 2015
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stochastic differential equations
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mixed-effects models
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SAEM
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extended Kalman filter
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