Exact Monte Carlo likelihood-based inference for jump-diffusion processes

DOI10.1093/JRSSSB/QKAD022MaRDI QIDQ6606055

Krzysztof Łatuszyński, Gareth O. Roberts, Flávio B. Gonçalves

Publication date: 16 September 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

MCMCretrospective samplingPoisson estimatorBarker's algorithmMCEM

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Exact Bayesian Inference for Diffusion-Driven Cox Processes

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