Estimation for stochastic differential equation mixed models using approximation methods

• Published in: AIMS mathematics Vol. 9; no. 4; pp. 7866 - 7894
• Main Authors: Jamba, Nelson T., Jacinto, Gonçalo, Filipe, Patrícia A., Braumann, Carlos A.
• Format: Journal Article
• Language: English
• Published: AIMS Press 01.01.2024
• Subjects: delta method; laplace method; maximum likelihood estimation; mixed models; stochastic differential equations

We used a class of stochastic differential equations (SDE) to model the evolution of cattle weight that, by an appropriate transformation of the weight, resulted in a variant of the Ornstein-Uhlenbeck model. In previous works, we have dealt with estimation, prediction, and optimization issues for th...