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ArticleNonparametric estimation for stochastic differential equations with random effects

Fabienne Comte2013

OA

Articlebronze2013

Nonparametric estimation for stochastic differential equations with random effects

Fabienne Comte · Valentine Genon‐Catalot · Adeline Samson

30 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Probability and Statistical Research Statistical Methods and Inference

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References

2007Brownian Motion and Stochastic Calculus 1999Continuous Martingales and Brownian Motion 1983Stochastic Differential Equations and Diffusion Processes 1998Brownian Motion and Stochastic Calculus 2012Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects

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2015Bidimensional random effect estimation in mixed stochastic differential model

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Year2013

Typearticle

Published2013-04-06

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations30

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2013.04.009

openalex_workW2093564649

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