Markov Chain Monte Carlo for Exact Inference for Diffusions
Year of publication: |
2013
|
---|---|
Authors: | SERMAIDIS, GIORGOS ; PAPASPILIOPOULOS, OMIROS ; ROBERTS, GARETH O. ; BESKOS, ALEXANDROS ; FEARNHEAD, PAUL |
Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 40.2013, 2, p. 294-321
|
Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
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