Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations
We consider parameter estimation for linear stochastic differential equations with independent experiments observed at infrequent and irregularly spaced follow-up times. The maximum likelihood method is used to obtain an asymptotically consistent estimator. A kernel-weighted score function is propos...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-11-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/14/12/2500 |