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20122023
most citedParameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic

26 citations · 45 across the 9 of their papers we have counts for

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Showing 2013Show all

2 papers · 1 filter

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…

math.ST2013★ 3 cited

On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes

Chihoon Lee, Jian Song

We consider a reflected Ornstein-Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter . Our goal is to estimate an…