A new technique for simulating the likelihood of stochastic differential equations

By João Nicolau. 2002

49 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a4c00c9ed15808503951eb001f993da6be6ec042

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Omiros Papaspiliopoulos
2. Gareth O. Roberts
3. Paul Fearnhead
4. Osnat Stramer
5. Chenxu Li
6. Ia Matthew Bognar
7. Arnaud Doucet
8. Hiroki Masuda

In Statistics and Probability

1. Omiros Papaspiliopoulos
2. Paul Fearnhead
3. Gareth O. Roberts
4. K. Latuszy'nski
5. Christian P. Robert
6. Marcelo Pereyra
7. Peter J. Green
8. Arnaud Doucet

Citations in the corpus

• Particle filters for partially observed diffusions (2007, methodology): “This approach is closely related to the importance sampling approach of Durham and Gallant (2002) and Nicolau (2002); see Section 4.1.”