On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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Publication:2774521
DOI10.1093/biomet/88.3.603zbMath0985.62066OpenAlexW2088413985MaRDI QIDQ2774521
Osnat Stramer, Gareth O. Roberts
Publication date: 23 May 2002
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a82efd78e2c602ec17e775f371817ab1b8c1d177
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)
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