Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056): Difference between revisions

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+Closed-form likelihood expansions for multivariate diffusions
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+The pseudo-marginal approach for efficient Monte Carlo computations
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+Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
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+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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+A note on the existence of unique equivalent martingale measures in a Markovian setting
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