7 citations · 8 across the 2 of their papers we have counts for
2 papers
stat.ME2024★ 1 cited
Strang Splitting for Parametric Inference in Second-order Stochastic Differential Equations
Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
We address parameter estimation in second-order stochastic differential equations (SDEs), which are prevalent in physics, biology, and ecology. The second-order SDE is converted to…
stat.ME2022★ 7 cited
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various param…