1 citations · 2 across the 7 of their papers we have counts for
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Likelihood estimation for stochastic differential equations with mixed effects
Fernando Baltazar-Larios, Mogens Bladt, Michael Sørensen
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several expe…
Statistical inference for a stochastic generalized logistic differential equation
Fernando Baltazar-Larios, Francisco Delgado-Vences, Saul Diaz-Infante +1
This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant bu…
Simulating diffusion bridges using the Wiener chaos expansion
Francisco Delgado-Vences, Gabriel Adrián Salcedo-Varela, Fernando Baltazar-Larios
In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed,…