Markov Chain Monte Carlo for Exact Inference for Diffusions

Sermaidis, G; Papaspiliopoulos, O; Roberts, GO; Beskos, A; Fearnhead, P; (2013) Markov Chain Monte Carlo for Exact Inference for Diffusions. Scandinavian Journal of Statistics , 40 (2) pp. 294-321. 10.1111/j.1467-9469.2012.00812.x . Green open access

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