Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 128, Issue 6, Pages 1929-1957Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spa.2017.08.016
Keywords
Discrete observations; Estimating equations; Mixed-effects models; Parametric inference; Stochastic differential equations
Categories
Ask authors/readers for more resources
Stochastic differential equations with mixed effects provide means to model intra-individual and interindividual variability in repeated experiments leading to longitudinal data. We consider N i.i.d. stochastic processes defined by a stochastic differential equation with linear mixed effects which are discretely observed. We study a parametric framework with distributions leading to explicit approximate likelihood functions and investigate the asymptotic behavior of estimators under the asymptotic framework : the number N of individuals (trajectories) and the number n of observations per individual tend to infinity within a fixed time interval. The estimation method is assessed on simulated data for various models. (C) 2017 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available