Simulation of multivariate diffusion bridges
M Bladt, S Finch, M Sørensen - Journal of the Royal Statistical Society …, 2016 - JSTOR
… Diffusion bridge sim ulation is also crucial to simulation-based inference for other types of diffusion process data than discrete time observations. Chib et al. (2006) presented a general …
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… Diffusion bridge sim ulation is also crucial to simulation-based inference for other types of diffusion process data than discrete time observations. Chib et al. (2006) presented a general …