Nonparametric estimation for stochastic differential equations with random effects

[1]  G. Kallianpur.  Stochastic differential equations and diffusion processes , 1981 .

[2]  L. Rogers.  Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00 , 1982 .

[3]  Ioannis Karatzas,et al.  Brownian Motion and Stochastic Calculus , 1987 .

[4]  M. Yor,et al.  Continuous martingales and Brownian motion , 1990 .

[5]  Jianqing Fan.  On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems , 1991 .

[6]  Marie Davidian,et al.  Nonlinear Models for Repeated Measurement Data , 1995 .

[7]  P. Massart,et al.  Minimum contrast estimators on sieves: exponential bounds and rates of convergence , 1998 .

[8]  B. Vidakovic,et al.  Adaptive wavelet estimator for nonparametric density deconvolution , 1999 .

[9]  D. Bates,et al.  Mixed-Effects Models in S and S-PLUS , 2001 .

[10]  Lei Nie,et al.  Strong Consistency of MLE in Nonlinear Mixed-effects Models with Large Cluster Size , 2005 .

[11]  H. Madsen,et al.  Non-Linear Mixed-Effects Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm , 2005, Journal of Pharmacokinetics and Pharmacodynamics.

[12]  Andrea De Gaetano,et al.  MIXED EFFECTS IN STOCHASTIC DIFFERENTIAL EQUATION MODELS , 2005 .

[13]  E. Rio,et al.  Concentration around the mean for maxima of empirical processes , 2005, math/0506594.

[14]  Marie-Luce Taupin,et al.  Penalized contrast estimator for adaptive density deconvolution , 2006, math/0601091.

[15]  L. Nie,et al.  Strong Consistency of the Maximum Likelihood Estimator in Generalized Linear and Nonlinear Mixed-Effects Models , 2006 .

[16]  Lei Nie,et al.  Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications , 2007 .

[17]  Sophie Donnet,et al.  Parametric inference for mixed models defined by stochastic differential equations , 2008 .

[18]  Alexandre B. Tsybakov,et al.  Introduction to Nonparametric Estimation , 2008, Springer series in statistics.

[19]  Djalil Chafaï,et al.  Comparison of nonparametric methods in nonlinear mixed effects models , 2009, Comput. Stat. Data Anal..

[20]  Sophie Donnet,et al.  EM algorithm coupled with particle filter for maximum likelihood parameter estimation of stochastic differential mixed-effects models , 2010 .

[21]  Umberto Picchini,et al.  Stochastic Differential Mixed‐Effects Models , 2010 .

[22]  A. Goldenshluger,et al.  Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality , 2010, 1009.1016.

[23]  Susanne Ditlevsen,et al.  Practical estimation of high dimensional stochastic differential mixed-effects models , 2010, Comput. Stat. Data Anal..

[24]  Fabienne Comte,et al.  Nonparametric estimation of random-effects densities in linear mixed-effects model , 2012 .

[25]  Maud Delattre,et al.  Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects , 2013 .