Title of article :
Bayesian inference for nonlinear multivariate diffusion models observed with
error
Author/Authors :
A. Golightly، نويسنده , , D.J. Wilkinson، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Bayesian inference , Particle filter , MCMC , Nonlinear stochastic differential equation , Innovation scheme , Reparameterisation
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
