Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498)
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scientific article; zbMATH DE number 5564596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for nonlinear multivariate diffusion models observed with error |
scientific article; zbMATH DE number 5564596 |
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Bayesian inference for nonlinear multivariate diffusion models observed with error (English)
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12 June 2009
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Bayesian inference
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particle filter
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MCMC
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nonlinear stochastic differential equation
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reparameterisation
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innovation scheme
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