On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm

Biometrika

Volumn 88, Issue 3, 2001, Pages 603-621

  Roberts, G O ^a,b   Stramer, O ^a,b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Diffusion process; Independence sampler; Markov chain Monte Carlo

Indexed keywords

EID: 10244252366     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/88.3.603     Document Type: Article

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