A. Alfonsi, On the discretization schemes for the CIR (and Bessel squared) processes, Monte Carlo Methods and Applications, vol.11, issue.4, pp.355-384, 2005.
DOI : 10.1515/156939605777438569

F. Comte, V. Genon-catalot, and Y. Rozenholc, Penalized nonparametric mean square estimation of the coefficients of diffusion processes, Bernoulli, vol.13, issue.2, pp.514-543, 2007.
DOI : 10.3150/07-BEJ5173
URL : https://hal.archives-ouvertes.fr/hal-00748947

F. Comte, V. Genon-catalot, and A. Samson, Nonparametric estimation for stochastic differential equations with random effects, Stochastic Processes and their Applications, pp.2522-2551, 2013.
DOI : 10.1016/j.spa.2013.04.009
URL : https://hal.archives-ouvertes.fr/hal-00761394

F. Comte and C. Lacour, Anisotropic adaptive kernel deconvolution, Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques 49, pp.569-609, 2013.
DOI : 10.1214/11-AIHP470
URL : https://hal.archives-ouvertes.fr/hal-00579608

M. Davidian and D. Giltinan, Nonlinear models for repeated measurement data, 1995.

M. Delattre, V. Genon-catalot, and A. Samson, Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects, Scandinavian Journal of Statistics, vol.80, issue.2, pp.322-343, 2013.
DOI : 10.1111/j.1467-9469.2012.00813.x
URL : https://hal.archives-ouvertes.fr/hal-00650844

M. Delattre, V. Genon-catalot, and A. Samson, Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient, ESAIM: Probability and Statistics, vol.19, pp.1056917-1056922, 2014.
DOI : 10.1051/ps/2015006
URL : https://hal.archives-ouvertes.fr/hal-01056917

M. Delattre and M. Lavielle, Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models, Statistics and Its Interface, vol.6, issue.4, pp.519-532, 2013.
DOI : 10.4310/SII.2013.v6.n4.a10
URL : https://hal.archives-ouvertes.fr/hal-00916803

P. Diggle, P. Heagerty, K. Liang, and S. Zeger, Analysis of Longitudinal Data., Biometrics, vol.53, issue.2, 2002.
DOI : 10.2307/2533983

C. Dion, Nonparametric estimation in a mixed-effect Ornstein???Uhlenbeck model, Metrika, vol.24, issue.3, pp.5-2014, 2014.
DOI : 10.1016/j.spa.2016.04.015
URL : https://hal.archives-ouvertes.fr/hal-01023300

S. Donnet and A. Samson, A review on estimation of stochastic differential equations for pharmacokinetic/pharmacodynamic models, Advanced Drug Delivery Reviews, vol.65, issue.7, pp.929-939, 2013.
DOI : 10.1016/j.addr.2013.03.005
URL : https://hal.archives-ouvertes.fr/hal-00777774

V. Genon-catalot, T. Jeantheau, and C. Laredo, Stochastic Volatility Models as Hidden Markov Models and Statistical Applications, Bernoulli, vol.6, issue.6, pp.1051-1079, 2000.
DOI : 10.2307/3318471
URL : https://hal.archives-ouvertes.fr/hal-00693752

V. Genon-catalot and C. Larédo, Estimation for stochastic differential equations with mixed effects, Statistics, vol.3, issue.5, 2014.
DOI : 10.1007/s11203-015-9122-0
URL : https://hal.archives-ouvertes.fr/hal-00807258

A. Goldenshluger and O. Lepski, Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality, The Annals of Statistics, vol.39, issue.3, pp.1608-1632, 2011.
DOI : 10.1214/11-AOS883
URL : https://hal.archives-ouvertes.fr/hal-01265258

S. Iacus, Simulation and Inference for stochastic differential equation, 2008.
DOI : 10.1007/978-0-387-75839-8

G. Kerkyacharian, O. Lepski, and D. Picard, Nonlinear estimation in anisotropic multiindex denoising, Theory Probab. Appl, vol.52, pp.150-171, 2007.

M. Kessler, A. Lindner, and M. Sorensen, Statistical methods for stochastic differential equations, 2012.

P. Kloeden and E. Platen, Numerical solution of stochastic differential equations, 1992.

Y. Kutoyants, Statistical Inference for Ergodic Diffusion Processes, 2004.
DOI : 10.1007/978-1-4471-3866-2

L. Gall and J. , Calcul stochastique et processus de markov, 2010.

U. Picchini, S. Ditlevsen, D. Gaetano, A. Lansky, and P. , Parameters of the Diffusion Leaky Integrate-and-Fire Neuronal Model for a Slowly Fluctuating Signal, Neural Computation, vol.75, issue.2, pp.2696-2714, 2008.
DOI : 10.1523/JNEUROSCI.4897-03.2004

J. Pinheiro and D. Bates, Mixed-effect models in S and Splus, 2000.

D. Revuz and M. Yor, Continuous martingales and Brownian motion, 1999.

E. Schmisser, Penalized nonparametric drift estimation for a multidimensional diffusion process, Statistics, vol.29, issue.3, pp.61-84, 2013.
DOI : 10.1051/ps:2001101
URL : https://hal.archives-ouvertes.fr/hal-00358410

A. Tsybakov, Introduction to nonparametric estimation, 2009.
DOI : 10.1007/b13794