Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters ...
This paper considers the estimation of the parameters of general systems of stochastic differential-difference equations in which the lag parameters themselves are treated as unknown and are not ...
Differential equations are fundamental tools in physics: they are used to describe phenomena ranging from fluid dynamics to general relativity. But when these equations become stiff (i.e. they involve ...