Stochastic differential mixed-effects models

Scandinavian Journal of Statistics

Volumn 37, Issue 1, 2010, Pages 67-90

  Picchini, Umberto ^a   Gaetano, Andrea De ^b   Ditlevsen, Susanne ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

^b Biomathematics Laboratory (BioMatLab) IASI CNR   (Denmark)

Author keywords

Biomedical applications; Brownian motion with drift; CIR process; Closed form transition density expansion; Gaussian quadrature; Geometric Brownian motion; Maximum likelihood estimation; Ornstein Uhlenbeck process; Random parameters; Stochastic differential equations

Indexed keywords

EID: 77949528435     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2009.00665.x     Document Type: Article

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