Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices
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Publication:6635722
DOI10.3150/22-bej1570MaRDI QIDQ6635722
Petros Dellaportas, Yvo Pokern, Mai Ngoc Bui
Publication date: 12 November 2024
Published in: Bernoulli (Search for Journal in Brave)
Riemannian manifoldOrnstein-Uhlenbeck processaffine-invariant metricpartially observed diffusionlog-Euclidean metric
Bayesian inference (62F15) Applications of statistics (62Pxx) Probabilistic methods, stochastic differential equations (65Cxx)
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