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

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

18 June 2014

Frank van der Meulen

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

5 / 5 papers shown

Title
Multivariate Output Analysis for Markov chain Monte Carlo Dootika Vats James M. Flegal Galin L. Jones 46 274 0 24 Dec 2015
Improved bridge constructs for stochastic differential equations G. Whitaker Andrew Golightly R. Boys Chris Sherlock 30 41 0 30 Sep 2015
Simulation of multivariate diffusion bridge M. Bladt Sam Finch Michael Sørensen 56 63 0 29 May 2014
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions Frank van der Meulen Harry Van Zanten 59 39 0 31 Jan 2013
Parametric inference for stochastic differential equations: a smooth and match approach S. Gugushvili Peter Spreij 70 17 0 04 Nov 2011