Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions

DOI10.3150/20-BEJ1234zbMath1473.60115MaRDI QIDQ2214244

Mogens Bladt, Michael Sørensen, Marcin Mider

Publication date: 7 December 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1605841242

zbMATH Keywords

pseudo-marginal MCMCdiffusion bridgediscretely sampled diffusions

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting)

Cites Work

• Simple simulation of diffusion bridges with application to likelihood inference for diffusions

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