Nonparametric estimation of diffusions: A differential equations approach

Biometrika

Volumn 99, Issue 3, 2012, Pages 511-531

  Papaspiliopoulos, Omiros ^a   Pokern, Yvo ^b   Roberts, Gareth O ^c   Stuart, Andrew M ^c  

^a DEPARTMENT OF ECONOMICS AND BUSINESS   (Spain)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

^c UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Finite element method; Gaussian measure; Inverse problem; Local time; Markov chain Monte Carlo; Markov process

Indexed keywords

EID: 84865519492     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/ass034     Document Type: Article

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