Statistical inference for stochastic differential equations P Craigmile, R Herbei, G Liu, G Schneider Wiley Interdisciplinary Reviews: Computational Statistics 15 (2), e1585, 2023 | 26 | 2023 |
A study of the data augmentation strategy for stochastic differential equations G Liu, PF Craigmile, R Herbei Journal of Statistical Computation and Simulation 90 (10), 1753-1772, 2020 | 1 | 2020 |
Statistical Inference for Multivariate Stochastic Differential Equations G Liu The Ohio State University, 2019 | 1 | 2019 |
Statistical inference for stochastic differential equations GLGS Peter F. Craigmile, Radu Herbei WIREs Computational Statistics. Working paper, draft accepted., 2022 | | 2022 |
Statistical Inference for Multivariate Stochastic Differential Equations via Data Imputation G Liu 2018 Joint Statistical Meetings, Vancouver, BC, Canada, July 28-August 2, 2018, 2018 | | 2018 |