Bayesian estimation of discretely observed...

Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

van der Meulen, Frank, Schauer, Moritz
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Volume:
11
Year:
2017
Language:
english
Journal:
Electronic Journal of Statistics
DOI:
10.1214/17-EJS1290
File:
PDF, 2.47 MB
english, 2017
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