Markov Chain Monte Carlo for Exact Inference for Diffusions

Authors: Alexandros Beskos, Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts and Giorgos Sermaidis.
Scandinavian Journal of Statistics, Vol. 40, No. 2, 294--321, January 2013.

DOI: 10.1111/j.1467-9469.2012.00812.x

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