Bayesian sequential inference for nonlinear multivariate diffusions

Statistics and Computing

Volumn 16, Issue 4, 2006, Pages 323-338

  Golightly, Andrew ^a   Wilkinson, Darren J ^a  

^a NEWCASTLE UNIVERSITY   (United Kingdom)

Author keywords

Bayesian inference; MCMC; Nonlinear stochastic differential equation; Particle filter

Indexed keywords

EID: 33750049940     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-006-9392-x     Document Type: Article

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