4 citations · 6 across the 3 of their papers we have counts for
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math.ST2016
On Classical and Bayesian Asymptotics in Stochastic Differential Equations with Random Effects having Mixture Normal Distributions
Trisha Maitra, Sourabh Bhattacharya
Delattre et al. (2013) considered a system of stochastic differential equations (SDEs) in a random effects setup. Under the independent and identical (iid) situation, and assuming…
math.ST2016
On Asymptotic Inference in Stochastic Differential Equations with Time-Varying Covariates
Trisha Maitra, Sourabh Bhattacharya
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We al…