83 citations
- Université Paris CitéFR8 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR4 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- CY Cergy Paris UniversitéFR2 papers
- Psychiatric Medicine AssociatesUS2 papers
- Center for MathematicaL studies and their ApplicationsFR1 paper
- CERMICSFR1 paper
- Délégation Paris 5FR1 paper
- École Nationale Supérieure d'Ingénieurs de CaenFR1 paper
- École Normale Supérieure Paris-SaclayFR1 paper
- École Supérieure des Sciences Économiques et CommercialesFR1 paper
- GREYCFR1 paper
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2008★ 2 cited
Extension of the SAEM algorithm for nonlinear mixed models with two levels of random effects
Xavière Panhard, Adeline Samson
This article focuses on parameter estimation of multi-levels nonlinear mixed effects models (MNLMEMs). These models are used to analyze data presenting multiple hierarchical levels…
stat.ME2007★ 2 cited
Nonparametric estimation for a stochastic volatility model
Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc
Consider discrete time observations (X_{\ellδ})_{1\leq \ell \leq n+1}XdX_t= \sqrt{V_t} dB_tV_t$ a one-dimensional positive diffusion proces…