Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (Q4561944): Difference between revisions

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+https://doi.org/10.1007/978-3-319-02069-3_19
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+W2181133353
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+Estimators of diffusions with randomly spaced discrete observations: a general theory
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+Fundamentals of stochastic filtering
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+Approximation of the posterior density for diffusion processes
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+The Monte-Carlo method for filtering with discrete-time observations
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+Mixing: Properties and examples
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+Parametric inference for discretely observed non-ergodic diffusions
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+Estimation for discretely observed diffusions using transform functions
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density
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+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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+Estimation for diffusion processes from discrete observation
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