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Nonparametric estimation of diffusions: a differential equations approach

Papaspiliopoulos, O; Pokern, Y; Roberts, GO; Stuart, AM; (2012) Nonparametric estimation of diffusions: a differential equations approach. BIOMETRIKA , 99 (3) pp. 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: Science & Technology, Life Sciences & Biomedicine, Physical Sciences, Biology, Mathematical & Computational Biology, Statistics & Probability, Life Sciences & Biomedicine - Other Topics, Mathematics, BIOLOGY, MATHEMATICAL & COMPUTATIONAL BIOLOGY, STATISTICS & PROBABILITY, Finite element method, Gaussian measure, Inverse problem, Local time, Markov chain Monte Carlo, Markov process, MAXIMUM-LIKELIHOOD-ESTIMATION, INVERSE PROBLEMS, MODELS, INFERENCE
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Maths and Physical Sciences
URI: http://discovery.ucl.ac.uk/id/eprint/1353856
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