Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models

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Publication:896589

DOI10.4310/SII.2013.v6.n4.a10zbMath1326.93121MaRDI QIDQ896589

Maud Delattre, Marc Lavielle

Publication date: 10 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)




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