A penalized simulated maximum likelihood approach in parameter
estimation for stochastic differential equations

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A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations

19 May 2013

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Papers citing "A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations"

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Title
Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic Libo Sun Chihoon Lee J. Hoeting 72 28 0 26 Sep 2014
Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems Tina Toni David Welch N. Strelkowa Andreas Ipsen M. Stumpf 261 1,550 0 14 Jan 2009
Closed-form likelihood expansions for multivariate diffusions Yacine Ait-Sahalia 87 495 0 04 Apr 2008
Time series analysis via mechanistic models Carles Bretó D. He E. Ionides A. King AI4TS 172 214 0 31 Jan 2008
Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous-Time Non-Linear Systems Simo Särkkä T. Sottinen 510 46 0 11 May 2007