On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm (Q2774521)
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scientific article; zbMATH DE number 1713847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm |
scientific article; zbMATH DE number 1713847 |
Statements
On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm (English)
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23 May 2002
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independence sampler
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Markov chain Monte Carlo
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diffusion processes
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0.91158336
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0.90237546
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0.89836717
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0.89526606
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0.8946312
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0.8921996
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0.89037913
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