Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models

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Publication:2121629

DOI10.1515/mcma-2022-2105zbMath1489.65006arXiv2105.11522OpenAlexW3165777227MaRDI QIDQ2121629

Ajay Jasra, Marco Ballesio

Publication date: 4 April 2022

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.11522




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