Markov Chain Monte Carlo for Exact Inference for Diffusions

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Publication:4923056

DOI10.1111/j.1467-9469.2012.00812.xzbMath1328.65015arXiv1102.5541OpenAlexW2164356516MaRDI QIDQ4923056

Alexandros Beskos, Giorgos Sermaidis, Paul Fearnhead, Gareth O. Roberts, Omiros Papaspiliopoulos

Publication date: 5 June 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.5541



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