Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models

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Source ISSN: 1938-7989
Author Delattre, Maud, Lavielle, Marc
Maintainer CCSD
Last Updated May 7, 2026, 20:55 (UTC)
Created May 7, 2026, 20:55 (UTC)
Identifier hal-00916803
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Laboratoire de Mathématiques d'Orsay (LMO) ; Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)
creator Delattre, Maud
date 2013-05-07T00:00:00
harvest_object_id 6ada3ec1-5973-49e1-abdd-e1436e3a3392
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-02-12T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.4310/sii.2013.v6.n4.a10
set_spec type:ART