Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes

DOI10.1007/S11222-024-10518-1MaRDI QIDQ6657800

Ajay Jasra, Miguel Angel Alvarez, Hamza M. Ruzayqat

Publication date: 7 January 2025

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

parameter estimationnonlinear filteringmultilevel Monte Carlounbiased methods

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05)

Cites Work

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