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"Bayesian Static Parameter Estimation for Partially Observed Diffusions via ..."

Ajay Jasra et al. (2018)

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DOI: 10.1137/17M1112595

access: closed

type: Journal Article

metadata version: 2020-10-26

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  dblp key:
  - journals/siamsc/JasraKLZ18
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  - https://dblp.org/rec/journals/siamsc/JasraKLZ18
Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou:
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. SIAM J. Sci. Comput. 40(2) (2018)

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