A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations
type: Item
instance of: scholarly article
title: A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations
author: Libo Sun
author: Chihoon Lee
author: Jennifer A. Hoeting
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1305.4390
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6984145
zbMATH Keywords: chronic wasting disease
zbMATH Keywords: Euler-Maruyama scheme
zbMATH Keywords: penalized simulated maximum likelihood estimation
zbMATH Keywords: partially observed discrete sparse data
zbMATH Keywords: auxiliary importance sampling
zbMATH Keywords: stochastic differential equations
describes a project that uses: sde
describes a project that uses: R
describes a project that uses: dfoptim
MaRDI profile type: Publication
OpenAlex ID: W2090094974
Wikidata QID: Q115045092
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DOI: 10.1016/J.CSDA.2014.11.007
description: scientific article; zbMATH DE number 6984145