Bayesian inference for multidimensional diffusion processes

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Works Cited by This (33)

Action	Title	Year	Authors
+	Essentials of Brownian Motion and Diffusion	1981	Frank B. Knight
+	A Comparison of q-optimal Option Prices in a Stochastic Volatility Model with Correlation	2003	Vicky Henderson David Hobson Sam Howison Tino Kluge
+	Bayesian Analysis of Single-Molecule Experimental Data	2005	S. C. Kou Xiaohui Xie Jun S. Liu
+	An Introduction to MCMC	2003	Πέτρος Δελλαπόρτας Gareth O. Roberts
+ PDF Chat	Marginal Likelihood From the Metropolis–Hastings Output	2001	Siddhartha Chib Ivan Jeliazkov
+	Feynman-Kac Formulae	2004	Pierre Del Moral
+ PDF Chat	Retrospective exact simulation of diffusion sample paths with applications	2006	Alexandros Beskos Omiros Papaspiliopoulos Gareth O. Roberts
+	Bayesian Computation Via the Gibbs Sampler and Related Markov Chain Monte Carlo Methods	1993	A. F. M. Smith Gareth O. Roberts
+	Bayesian sequential inference for nonlinear multivariate diffusions	2006	Andrew Golightly Darren J. Wilkinson
+ PDF Chat	The EM Algorithm—an Old Folk-song Sung to a Fast New Tune	1997	Xiao‐Li Meng David A. van Dyk