Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering

Isambi S. Mbalawata, Simo Särkkä, Heikki Haario

Research output: Contribution to journalArticleScientificpeer-review

34 Citations (Scopus)
Original languageEnglish
Pages (from-to)1195-1223
JournalComputational Statistics
Volume28
Issue number3
DOIs
Publication statusPublished - 2013
MoE publication typeA1 Journal article-refereed

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