Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for nonlinear multivariate diffusion models observed with error |
scientific article |
Statements
Bayesian inference for nonlinear multivariate diffusion models observed with error (English)
0 references
12 June 2009
0 references
Bayesian inference
0 references
particle filter
0 references
MCMC
0 references
nonlinear stochastic differential equation
0 references
reparameterisation
0 references
innovation scheme
0 references
0 references
0 references
