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On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm |
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| Authors: | Roberts G O; Stramer O |
| Institution: | 1 Department of Mathematics and Statistics, Lancaster University, Lancaster, LA1 4YF, U.Kg.o.roberts{at}lancaster.ac.uk 2 Department of Statistics and Actuarial Science, University of Iowa, Iowa City, Iowa 52242, U.S.A.stramer{at}stat.uiowa.edu |
| Abstract: | |
| Keywords: | Diffusion process Independence sampler Markov chain Monte Carlo |
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