Stability of sampling proposals for reducible diffusions over large time intervals
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Publication:5096002
DOI10.1080/03610926.2020.1856876OpenAlexW3111819223MaRDI QIDQ5096002
Publication date: 12 August 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1856876
Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Diffusion processes (60J60)
Uses Software
Cites Work
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- Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
- Likelihood Inference for Discretely Observed Nonlinear Diffusions
- Semi-Stable Stochastic Processes
- References
- Stochastic differential equations. An introduction with applications.
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