Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models
type: Item
instance of: scholarly article
title: Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models
zbMATH Open document ID: 1326.93121
author: M. Delattre
author: M. Lavielle
published in: Statistics and Its Interface
publication date: 2015-12-10T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6518710
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: mixed-effects models
zbMATH Keywords: SAEM
zbMATH Keywords: extended Kalman filter
describes a project that uses: S-PLUS
describes a project that uses: MEMSS
describes a project that uses: Matlab
describes a project that uses: Monolix
describes a project that uses: PSM
describes a project that uses: MsdeParEst
MaRDI profile type: Publication
DOI: 10.4310/SII.2013.V6.N4.A10
description: scientific article; zbMATH DE number 6518710