Practical estimation of high dimensional stochastic differential mixed-effects models

Research output: Contribution to journalJournal articleResearchpeer-review

Standard

Practical estimation of high dimensional stochastic differential mixed-effects models. / Picchini, Umberto; Ditlevsen, Susanne.

In: Computational Statistics & Data Analysis, Vol. 55, No. 3, 01.03.2011, p. 1426-1444.

Research output: Contribution to journalJournal articleResearchpeer-review

Harvard

Picchini, U & Ditlevsen, S 2011, 'Practical estimation of high dimensional stochastic differential mixed-effects models', Computational Statistics & Data Analysis, vol. 55, no. 3, pp. 1426-1444.

APA

Picchini, U., & Ditlevsen, S. (2011). Practical estimation of high dimensional stochastic differential mixed-effects models. Computational Statistics & Data Analysis, 55(3), 1426-1444.

Vancouver

Picchini U, Ditlevsen S. Practical estimation of high dimensional stochastic differential mixed-effects models. Computational Statistics & Data Analysis. 2011 Mar 1;55(3):1426-1444.

Author

Picchini, Umberto ; Ditlevsen, Susanne. / Practical estimation of high dimensional stochastic differential mixed-effects models. In: Computational Statistics & Data Analysis. 2011 ; Vol. 55, No. 3. pp. 1426-1444.

Bibtex

@article{c4e09ac0fec511de825d000ea68e967b,
title = "Practical estimation of high dimensional stochastic differential mixed-effects models",
author = "Umberto Picchini and Susanne Ditlevsen",
year = "2011",
month = mar,
day = "1",
language = "English",
volume = "55",
pages = "1426--1444",
journal = "Computational Statistics and Data Analysis",
issn = "0167-9473",
publisher = "Elsevier",
number = "3",

}

RIS

TY - JOUR

T1 - Practical estimation of high dimensional stochastic differential mixed-effects models

AU - Picchini, Umberto

AU - Ditlevsen, Susanne

PY - 2011/3/1

Y1 - 2011/3/1

M3 - Journal article

VL - 55

SP - 1426

EP - 1444

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

SN - 0167-9473

IS - 3

ER -

ID: 16890601