Bayesian inference for Markov processes with diffusion and discrete components
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Publication:2813877
DOI10.1093/biomet/90.3.613zbMath1436.62406OpenAlexW2023809300MaRDI QIDQ2813877
Publication date: 27 June 2016
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/90.3.613
hidden Markov modelMarkov chain Monte Carlodiffusion processOrnstein-Uhlenbeck processrandom environmentBayesian inferenceposterior predictive model checkingradio-tracking
Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Diffusion processes (60J60) Processes in random environments (60K37)
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