On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions

摘要

Delattre et al. (2013) considered a system of stochastic differential equations (SDEs) in a random effects setup. Under the independent and identical (iid) situation, and assuming normal distribution of the random effects, they established weak consistency of the maximum likelihood estimators (MLEs) of the population parameters of the random effects.