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hal-01103303v2
Article dans une revue
Charlotte Dion, Valentine Genon-Catalot. Bidimensional Random Effect Estimation in Mixed Stochastic Differential Model Statistical Inference Stochastic Processes, 2016, 19 (2), pp.131-158. <10.1007/s11203-015-9122-0 > |
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hal-01056917v2
Article dans une revue
Maud Delattre, Valentine Genon-Catalot, Adeline Samson. Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient ESAIM: Probability and Statistics, EDP Sciences, 2015, 19, pp.671-688. <10.1051/ps/2015006 > |
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hal-01218612v1
Article dans une revue
Maud Delattre, Valentine Genon-Catalot, Adeline Samson. Mixtures of stochastic differential equations with random effects: Application to data clustering Journal of Statistical Planning and Inference, Elsevier, 2016, 173, pp.109-124. <10.1016/j.jspi.2015.12.003> |
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