A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error

Document Details

Document Type
Pub Defense Publication
Publication Date
Oct 24, 2018
Source ID
10.1007/s00180-018-0846-3

Entities

People

  • Chihoon Lee
  • Jennifer A. Hoeting
  • Libo Sun

Organizations

  • Army Research Office
  • National Science Foundation