Bayesian model selection for partially observed diffusion models

DOI10.1093/biomet/93.4.809zbMath1436.62407OpenAlexW1980193831MaRDI QIDQ2813918

Petros Dellaportas, Gareth O. Roberts, Nial Friel

Publication date: 27 June 2016

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/dfd3c19f7f9dbe50d6763616bc3eaca962adceea

zbMATH Keywords

Markov chain Monte Carloexchange ratereversible jumpnon-Markov process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09) Diffusion processes (60J60)

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