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
Publication date: 10 December 2015
Published in: Statistics and Its Interface (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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