Corpus ID: 10035290

Parameter Estimation in Stochastic Differential Mixed-Effects Models

@inproceedings{Picchini2006ParameterEI,
  title={Parameter Estimation in Stochastic Differential Mixed-Effects Models},
  author={Umberto Picchini and A. Gaetano and S. Ditlevsen},
  year={2006}
}
Stochastic differential equation (SDE) models have shown useful to describe continuous time processes, e.g. a physiological process evolving in an individual. Biomedical experiments often imply repeated measurements on a series of individuals or experimental units and individual differences can be represented by incorporating random effects into the model. When both system noise and individual differences are considered, stochastic differential mixed effects models ensue. In most cases the… Expand
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