Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341): Difference between revisions

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-Frank H. van der Meulen
@@ Property / author: Frank H. van der Meulen / rank @@
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+Retrospective exact simulation of diffusion sample paths with applications
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+Handbook of Markov Chain Monte Carlo
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Nonparametric Bayesian inference for ergodic diffusions
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+Bayesian aspects of some nonparametric problems
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+Publication:1621341