The computational cost of blocking for sampling discretely observed diffusions (Q2684952): Difference between revisions

@@ Property / DOI @@
-.1007/s11009-022-09949-y
@@ Property / DOI: 10.1007/s11009-022-09949-y / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3088699253
@@ Property / OpenAlex ID: W3088699253 / rank @@
+Normal rank
@@ Property / cites work @@
+On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
+Normal rank
@@ Property / cites work @@
+Exact simulation of diffusions
@@ Property / cites work: Exact simulation of diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Retrospective exact simulation of diffusion sample paths with applications
+Normal rank
@@ Property / cites work @@
+A factorisation of diffusion measure and finite sample path constructions
+Normal rank
@@ Property / cites work @@
+Simple simulation of diffusion bridges with application to likelihood inference for diffusions
+Normal rank
@@ Property / cites work @@
+Estimation of the coefficients of a diffusion from discrete observations
+Normal rank
@@ Property / cites work @@
+Simulation of conditioned diffusion and application to parameter estimation
+Normal rank
@@ Property / cites work @@
+Diffusion processes on graphs and the averaging principle
+Normal rank
@@ Property / cites work @@
+Q2873072
@@ Property / cites work: Q2873072 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian inference for nonlinear multivariate diffusion models observed with error
+Normal rank
@@ Property / cites work @@
+Sampling conditioned hypoelliptic diffusions
@@ Property / cites work: Sampling conditioned hypoelliptic diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-based inference for a class of multivariate diffusions with unobserved paths
+Normal rank
@@ Property / cites work @@
+Inference for stochastic volatility models using time change transformations
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalues of tridiagonal pseudo-Toeplitz matrices
+Normal rank
@@ Property / cites work @@
+A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models
+Normal rank
@@ Property / cites work @@
+Simulating events of unknown probabilities via reverse time martingales
+Normal rank
@@ Property / cites work @@
+Q4382293
@@ Property / cites work: Q4382293 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4595047
@@ Property / cites work: Q4595047 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models
+Normal rank
@@ Property / cites work @@
+On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions
+Normal rank
@@ Property / cites work @@
+Markov Chains and De-initializing Processes
@@ Property / cites work: Markov Chains and De-initializing Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4363938
@@ Property / cites work: Q4363938 / rank @@
+Normal rank
@@ Property / cites work @@
+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
+Normal rank
@@ Property / cites work @@
+Smooth Transition Densities for One-Dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+Guided proposals for simulating multi-dimensional diffusion bridges
+Normal rank
@@ Property / cites work @@
+Likelihood analysis of non-Gaussian measurement time series
+Normal rank
@@ Property / cites work @@
+Q3696432
@@ Property / cites work: Q3696432 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of incompletely observed diffusions
+Normal rank
@@ Property / DOI @@
+.1007/S11009-022-09949-Y
@@ Property / DOI: 10.1007/S11009-022-09949-Y / rank @@
+Normal rank