Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749)
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scientific article; zbMATH DE number 6544753
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| English | Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC |
scientific article; zbMATH DE number 6544753 |
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Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (English)
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23 February 2016
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stochastic differential equation
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parameter estimation
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Gaussian approximation
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non-linear Kalman filter
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adaptive Markov chain Monte Carlo
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0.8535667657852173
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0.7884789109230042
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0.7567687034606934
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0.7560750842094421
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0.7552891969680786
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