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Latest revision as of 13:02, 29 July 2024

scientific article; zbMATH DE number 7553379
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English
Bayesian estimation of incompletely observed diffusions
scientific article; zbMATH DE number 7553379

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    Bayesian estimation of incompletely observed diffusions (English)
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    5 July 2022
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    data augmentation
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    enlargement of filtration
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    guided proposal
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    filtered bridge
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    smoothing diffusion processes
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    innovation scheme
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    Metropolis-Hastings
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    multidimensional diffusion bridge
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    partially observed diffusion
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