A software for fitting partially observed stochastic differential equation models

  • Picchini, Umberto (PI)

Project: Research

Project Details

Description

We developed a MATLAB software to perform parameter estimation for partially observed Markov models, with dynamics driven by stochastic differential equations. It implements inference methods using approximate Bayesian computation. Several case studies are illustrated and a detailed manual is provided.
StatusFinished
Effective start/end date2012/01/012012/12/31