Markov Chain Monte Carlo for Exact Inference for Diffusions
Markov Chain Monte Carlo for Exact Inference for Diffusions
About this item
Full title
Author / Creator
Publisher
Oxford, UK: Blackwell Publishing Ltd
Journal title
Language
English
Formats
Publication information
Publisher
Oxford, UK: Blackwell Publishing Ltd
Subjects
More information
Scope and Contents
Contents
We develop exact Markov chain Monte Carlo methods for discretely sampled, directly and indirectly observed diffusions. The qualification 'exact' refers to the fact that the invariant and limiting distribution of the Markov chains is the posterior distribution of the parameters free of any discretization error. The class of processes to which our me...
Alternative Titles
Full title
Markov Chain Monte Carlo for Exact Inference for Diffusions
Authors, Artists and Contributors
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_miscellaneous_1506359610
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1506359610
Other Identifiers
ISSN
0303-6898
E-ISSN
1467-9469
DOI
10.1111/j.1467-9469.2012.00812.x
