Particle filters for partially observed diffusions

Author:

Fearnhead Paul,Papaspiliopoulos Omiros,Roberts Gareth O.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference29 articles.

1. Closed-form likelihood expansions for multivariate diffusions;At-Sahalia,2004

2. A new factorisation of diffusion measure and finite sample path contructions;Beskos,2005

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