The Computational Cost of Blocking for Sampling Discretely Observed Diffusions (2022)

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s11009-022-09949-y

Publication URI: http://dx.doi.org/10.1007/s11009-022-09949-y

Type: Journal Article/Review

Parent Publication: Methodology and Computing in Applied Probability

Issue: 4