Bayesian estimation of incompletely observed diffusions (Q5086440): Difference between revisions

@@ Property / author @@
-Frank H. van der Meulen
@@ Property / author: Frank H. van der Meulen / rank @@
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@@ Property / author @@
+Frank H. van der Meulen
@@ Property / author: Frank H. van der Meulen / rank @@
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@@ Property / describes a project that uses @@
+Bridge.jl
@@ Property / describes a project that uses: Bridge.jl / rank @@
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@@ Property / describes a project that uses @@
+BayesEstDiffusion.jl
@@ Property / describes a project that uses: BayesEstDiffusion.jl / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3104814836
@@ Property / OpenAlex ID: W3104814836 / rank @@
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@@ Property / arXiv ID @@
+.04082
@@ Property / arXiv ID: 1606.04082 / rank @@
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@@ Property / cites work @@
+Additional logarithmic utility of an insider
@@ Property / cites work: Additional logarithmic utility of an insider / rank @@
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@@ Property / cites work @@
+Conditioned stochastic differential equations: theory, examples and application to finance.
+Normal rank
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+MCMC METHODS FOR DIFFUSION BRIDGES
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@@ Property / cites work @@
+Simple simulation of diffusion bridges with application to likelihood inference for diffusions
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+Simulation of conditioned diffusion and application to parameter estimation
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Inference for Diffusion Processes
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+Bayesian inference for nonlinear multivariate diffusion models observed with error
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+Semi-martingales et grossissement d'une filtration
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+Q2774021
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+On Generating Monte Carlo Samples of Continuous Diffusion Bridges
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+Q4522393
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+Q3997782
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+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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+Guided proposals for simulating multi-dimensional diffusion bridges
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+Conditional path sampling of SDEs and the Langevin MCMC method
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+Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
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