Bayesian parameter inference for partially observed stochastic volterra equations

DOI10.1007/s11222-024-10389-6MaRDI QIDQ6494422

Hamza M. Ruzayqat, Unnamed Author, Ajay Jasra

Publication date: 30 April 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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