Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:23, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple simulation of diffusion bridges with application to likelihood inference for diffusions |
scientific article |
Statements
Simple simulation of diffusion bridges with application to likelihood inference for diffusions (English)
0 references
5 May 2014
0 references
Metropolis-Hastings algorithm
0 references
Milstein scheme
0 references
exact diffusion bridges
0 references
