Approximate bayes estimators for stochastic processes
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Publication:4851428
DOI10.1080/00949659308811482zbMath0925.62363MaRDI QIDQ4851428
James E. Hutton, Paul I. Nelson, O. T. Ogunyemi
Publication date: 8 November 1999
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659308811482
62M09: Non-Markovian processes: estimation
62F15: Bayesian inference
62M05: Markov processes: estimation; hidden Markov models
65C99: Probabilistic methods, stochastic differential equations
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