Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes

21 November 2022

Papers citing "Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes"

7 / 7 papers shown

Title
Adaptive and non-adaptive estimation for degenerate diffusion processes A. Gloter Nakahiro Yoshida 20 8 0 24 Feb 2020
Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs E. Buckwar M. Tamborrino I. Tubikanec 43 36 0 04 Mar 2019
Automatic differentiation in machine learning: a survey A. G. Baydin Barak A. Pearlmutter Alexey Radul J. Siskind PINN AI4CE ODL 154 2,796 0 20 Feb 2015
Maximum-likelihood estimation for diffusion processes via closed-form density expansions Chenxu Li 47 74 0 13 Aug 2013
On the approximate maximum likelihood estimation for diffusion processes Jinyuan Chang Songxi Chen 50 39 0 09 Mar 2012
Practical Estimation of High Dimensional Stochastic Differential Mixed-Effects Models Umberto Picchini Susanne Ditlevsen 96 71 0 22 Apr 2010
Closed-form likelihood expansions for multivariate diffusions Yacine Ait-Sahalia 71 494 0 04 Apr 2008