Publications | Lund University Publications

1 – 10 of 10

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/search/publication?embed=1&q=keywords+exact+%22Stochastic+differential+equation%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

2019
Mark Likelihood-free stochastic approximation EM for inference in complex models
Picchini, Umberto ^LU (2019) In Communications in Statistics: Simulation and Computation 48(3). p.861-881
- Contribution to journal › Article
Mark BENCHOP–SLV : the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems
von Sydow, Lina ; Milovanović, Slobodan ; Larsson, Elisabeth ; In't Hout, Karel ; Wiktorsson, Magnus ^LU ; Oosterlee, Cornelis W. ; Shcherbakov, Victor ; Wyns, Maarten ; Leitao, Alvaro and Jain, Shashi , et al. (2019) In International Journal of Computer Mathematics
- Contribution to journal › Article
2018
Mark Accelerating delayed-acceptance Markov chain Monte Carlo algorithms
Wiqvist, Samuel ^LU ; Picchini, Umberto ^LU and Forman, Julie Lyng (2018)
- Working paper/Preprint › Working paper
Mark Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
Picchini, Umberto ^LU and Samson, Adeline (2018) In Computational Statistics 33(1). p.179-212
- Contribution to journal › Article
2017
Mark Approximate maximum likelihood estimation using data-cloning ABC
Picchini, Umberto ^LU and Anderson, Rachele ^LU (2017) In Computational Statistics & Data Analysis 105. p.166-183
- Contribution to journal › Article
2014
Mark Inference for SDE models via Approximate Bayesian Computation
Picchini, Umberto ^LU (2014) In Journal of Computational and Graphical Statistics 23(4). p.1080-1100
- Contribution to journal › Article
2012
Mark A Monte Carlo EM algorithm for discretely observed Diffusions, Jump-diffusions and Lévy-driven Stochastic Differential Equations
Lindström, Erik ^LU (2012) In International Journal of Mathematical Models and Methods in Applied Sciences 6(5). p.643-651
- Contribution to journal › Article
2011
Mark Practical estimation of high dimensional stochastic differential mixed-effects models
Picchini, Umberto ^LU and Ditlevsen, Susanne (2011) In Computational Statistics & Data Analysis 55(3). p.1426-1444
- Contribution to journal › Article
2003
Mark Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes
Rubenthaler, S and Wiktorsson, Magnus ^LU (2003) In Stochastic Processes and their Applications 108(1). p.1-26
- Contribution to journal › Article
2001
Mark Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes
Wiktorsson, Magnus ^LU (2001)
- Thesis › Doctoral thesis (compilation)

your query:: Remove keywords: Stochastic differential equation