Kinetic (i.e., dynamic) semimechanistic models based on the first principles are particularly important in systems and synthetic biology since they can explain and predict the functional behavior that emerges from the time-varying concentrations in cellular components. However, gene circuit models are nonlinear higher order ones and have a large number of parameters. In addition, experimental measurements are often scarce, and enough signal excitability for identification cannot always be achieved. These characteristics render the identification problem ill-posed, so most gene circuit models present incomplete parameter identifiability. Thus, parameter identification of typical biological models still appears as an open problem, where ensemble modeling approaches and multiobjective optimization arise as natural options. We address the problem of identifying the stochastic model of a closed-loop synthetic genetic circuit designed to minimize the gene expression noise. The model results from the feedback interaction between two subsystems. Besides incomplete parameter identifiability, the closed-loop dynamics cannot be directly identified due to the lack of enough input signal excitability. We apply a two-stage approach. First, the openloop averaged time-course experimental data are used to identify a reduced-order stochastic model of the system direct chain. Then, closed-loop steady-state stochastic distributions are used to identify the remaining parameters in the feedback configuration. In both cases, multiobjective optimization is used to address the parameter identifiability, providing sets of parameters valid for different state-space regions. The methodology gives good identification results, provides clear guidelines on the effect of the parameters under different scenarios, and it is particularly useful for easily combining time-course population averaged and steady-state single-cell distribution experimental data.