Advanced search
Publication Cover
Technometrics Volume 59, 2017 - Issue 2
Submit an article Journal homepage
434
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Maximum Likelihood Estimation for Stochastic Differential Equations Using Sequential Gaussian-Process-Based Optimization

Grant SchneiderDepartment of Statistics, The Ohio State University, Columbus, Ohio
,
Peter F. CraigmileDepartment of Statistics, The Ohio State University, Columbus, Ohio
&
Radu HerbeiDepartment of Statistics, The Ohio State University, Columbus, Ohio
Pages 178-188 | Received 01 May 2014, Published online: 12 Apr 2017

Citations (5)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Ge Liu, Peter F. Craigmile & Radu Herbei. (2020) A study of the data augmentation strategy for stochastic differential equations. Journal of Statistical Computation and Simulation 90:10, pages 1753-1772.
Read now

Articles from other publishers (4)

Peter Craigmile, Radu Herbei, Ge Liu & Grant Schneider. (2022) Statistical inference for stochastic differential equations. WIREs Computational Statistics 15:2.
Crossref
Stanford Martinez & Adel Alaeddini. (2022) A Laplacian‐regularized dual‐phase Gaussian process technique for semi‐supervised response surface modeling of black‐box functions. Quality and Reliability Engineering International 38:8, pages 4073-4098.
Crossref
Jing Geng, Xiang Wang, Saihua Zhu & Xiangze Lin. (2019) Accuracy improvement of positioning data in greenhouse for agricultural machinery via optimisation algorithm. The Journal of Engineering 2019:15, pages 547-551.
Crossref
Yash Kanoria, Ilan Lobel & Jiaqi Lu. (2018) Managing Customer Churn Via Service Mode Control. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.