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1004.3871
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Practical Estimation of High Dimensional Stochastic Differential Mixed-Effects Models
22 April 2010
Umberto Picchini
Susanne Ditlevsen
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Papers citing
"Practical Estimation of High Dimensional Stochastic Differential Mixed-Effects Models"
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Title
Closed-form likelihood expansions for multivariate diffusions
Yacine Ait-Sahalia
71
495
0
04 Apr 2008
1
