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
Pages
20
From page
1674
To page
1693
Keywords
Bayesian inference , Particle filter , MCMC , Nonlinear stochastic differential equation , Innovation scheme , Reparameterisation
Journal title
Computational Statistics and Data Analysis
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
308374
Link To Document