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20122019
most citedA penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations

9 citations · 11 across the 3 of their papers we have counts for

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stat.ME2013★ 9 cited

A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations

Libo Sun, Chihoon Lee, Jennifer A. Hoeting

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The t…