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...

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Bibliographic Details
Main Author: Jamba, Nelson T. (author)
Other Authors: Jacinto, Gonçalo (author), Filipe, Patrícia A. (author), Braumann, Carlos A. (author)
Format: article
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/10174/31286
Country:Portugal
Oai:oai:dspace.uevora.pt:10174/31286