Papaspiliopoulos, O and Pokern, Y and Roberts, GO and Stuart, AM (2012) Nonparametric estimation of diffusions: a differential equations approach. BIOMETRIKA , 99 (3) 511 - 531. 10.1093/biomet/ass034.
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| Type: | Article |
|---|---|
| Title: | Nonparametric estimation of diffusions: a differential equations approach |
| DOI: | 10.1093/biomet/ass034 |
| Keywords: | Finite element method, Gaussian measure, Inverse problem, Local time, Markov chain Monte Carlo, Markov process |
| UCL classification: | UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science |
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