Pages that link to "Item:Q1023498"
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The following pages link to Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498):
Displayed 7 items.
- Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method (Q452571) (← links)
- Slow convergence of sequences of linear operators. II: Arbitrarily slow convergence (Q606677) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Estimating Bayes factors via thermodynamic integration and population MCMC (Q961894) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
- Arbitrarily Slow Convergence of Sequences of Linear Operators: A Survey (Q2897283) (← links)
- Likelihood-based inference for correlated diffusions (Q3019141) (← links)