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...
Main Author: | |
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Other Authors: | , , |
Format: | article |
Language: | eng |
Published: |
2022
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Subjects: | |
Online Access: | http://hdl.handle.net/10174/31286 |
Country: | Portugal |
Oai: | oai:dspace.uevora.pt:10174/31286 |