Parameter Estimation for Partially Observed Hypoelliptic Diffusions (Q3551031)

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Parameter Estimation for Partially Observed Hypoelliptic Diffusions
scientific article

    Statements

    title
    Parameter Estimation for Partially Observed Hypoelliptic Diffusions (English)
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    author
    Yvo Pokern
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    Andrew M. Stuart
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    Petter Wiberg
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    publication date
    8 April 2010
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    zbMATH Keywords
    Gibbs sampler
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    numerical methods
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    partial observations
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    65C40
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    62F12
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    62P10
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    zbMATH DE Number
    5691131
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