The Library
Importance sampling techniques for estimation of diffusion models
Tools
Papaspiliopoulos, Omiros and Roberts, Gareth O. (2012) Importance sampling techniques for estimation of diffusion models. In: Kessler, Mathieu and Linder, Alexander and Sørensen, Michael, (eds.) Statistical methods for stochastic differential equations. CRC Monographs on Statistics & Applied Probability, Volume 124 . Boca Raton, Florida, USA: CRC Press, pp. 311-340. ISBN 9781439849408
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Official URL: http://webcat.warwick.ac.uk/record=b2623765~S15
Item Type: | Book Item | ||||
---|---|---|---|---|---|
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Series Name: | CRC Monographs on Statistics & Applied Probability | ||||
Publisher: | CRC Press | ||||
Place of Publication: | Boca Raton, Florida, USA | ||||
ISBN: | 9781439849408 | ||||
Book Title: | Statistical methods for stochastic differential equations | ||||
Editor: | Kessler, Mathieu and Linder, Alexander and Sørensen, Michael | ||||
Official Date: | 17 May 2012 | ||||
Dates: |
|
||||
Volume: | Volume 124 | ||||
Number of Pages: | 507 | ||||
Page Range: | pp. 311-340 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Related URLs: |
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |