Optimal scaling of discrete approximations to Langevin diffusions-Reference-Cited by-同舟云学术

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Optimal scaling of discrete approximations to Langevin diffusions

Published:1998-02 Issue:1 Volume:60 Page:255-268
ISSN:1369-7412
Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
language:en
Short-container-title:J Royal Statistical Soc B

Author:

Roberts Gareth O.,Rosenthal Jeffrey S.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/1467-9868.00123/fullpdf

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