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

Published 2017 View Full Article

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Title
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
Authors
Keywords
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Journal
Electronic Journal of Statistics
Volume 11, Issue 1, Pages 2358-2396
Publisher
Institute of Mathematical Statistics
Online
2017-05-27
DOI
10.1214/17-ejs1290

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