Likelihood Function through the Delta Approximation in Mixed SDE models
Stochastic differential equations (SDE) appropriately describe a variety of phenomena occurring in random environments, such as the growth dynamics of individual animals. Using appropriate weight transformations and a variant of the Ornstein–Uhlenbeck model, one obtains a general model for the evolu...
Autor principal: | |
---|---|
Outros Autores: | , , |
Formato: | article |
Idioma: | eng |
Publicado em: |
2022
|
Assuntos: | |
Texto completo: | http://hdl.handle.net/10174/31286 |
País: | Portugal |
Oai: | oai:dspace.uevora.pt:10174/31286 |