The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes

Simon M.J. Lyons, Amos J Storkey, Simo Särkkä

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

4 Citations (Scopus)
Original languageEnglish
Title of host publicationAdvances in Neural Information Processing Systems (NIPS 2012), Lake Tahoe, Nevada, United States, December 3-6, 2012
Publication statusPublished - 2012
MoE publication typeA4 Article in a conference publication

Publication series

ISSN (Print)1049-5258
ISSN (Electronic)1049-5258

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