Nonparametric estimation for stochastic differential equations with random effects
Year of publication: |
2013
|
---|---|
Authors: | Comte, F. ; Genon-Catalot, V. ; Samson, A. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 7, p. 2522-2551
|
Publisher: |
Elsevier |
Subject: | Diffusion process | Mixed models | Nonparametric estimation | Random effects |
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