Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple simulation of diffusion bridges with application to likelihood inference for diffusions |
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Simple simulation of diffusion bridges with application to likelihood inference for diffusions (English)
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5 May 2014
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Metropolis-Hastings algorithm
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Milstein scheme
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exact diffusion bridges
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