𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects

✍ Scribed by DELATTRE, MAUD; GENON-CATALOT, VALENTINE; SAMSON, ADELINE


Book ID
120041667
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
602 KB
Volume
40
Category
Article
ISSN
0303-6898

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Maximum Likelihood Estimates for Binary
✍ Haiganoush K. Preisler πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 584 KB

The purpose of this paper is to present a procedure for obtaining approximate maximum likelihood mtimates for compound binary response models. The extra binomial variation ie incorporated into the model by adding random effects t o the fixed effects on the probit (or logit) scale. Numerical integrat

Large deviations inequalities for the ma
✍ J.P.N. Bishwal πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 103 KB

Exponential bounds on the large deviation probability of the maximum likelihood estimator and the Bayes estimators of the parameter appearing nonlinearly in the drift coe cient of homogeneous ItΓ΄'s stochastic di erential equations are obtained under some regularity conditions.