Approximation of the posterior density for diffusion processes-Reference-Cited by-同舟云学术

Approximation of the posterior density for diffusion processes

Published:2006-01 Issue:1 Volume:76 Page:39-44
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Cano J.A.,Kessler M.,Salmerón D.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference4 articles.

1. The law of the Euler scheme for stochastic differential equations: II. Approximation of the density;Bally;Monte Carlo Methods Appl.,1996

2. Interacting particle filtering with discrete-time observations: asymptotic behaviour in the Gaussian case;Del Moral,2001

3. A new approach to maximum likelihood estimation for stochastic differential equations based on discrete observations;Pedersen;Scand. J. Statist.,1995

4. On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm;Roberts;Biometrika,2001

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