Bayesian estimation of incompletely observed diffusions (Q5086440): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3104814836 / rank | |||
Normal rank | |||
Revision as of 23:52, 19 March 2024
scientific article; zbMATH DE number 7553379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of incompletely observed diffusions |
scientific article; zbMATH DE number 7553379 |
Statements
Bayesian estimation of incompletely observed diffusions (English)
0 references
5 July 2022
0 references
data augmentation
0 references
enlargement of filtration
0 references
guided proposal
0 references
filtered bridge
0 references
smoothing diffusion processes
0 references
innovation scheme
0 references
Metropolis-Hastings
0 references
multidimensional diffusion bridge
0 references
partially observed diffusion
0 references
