University of Cambridge > Talks.cam > Statistics Reading Group > Exact simulation

Exact simulation

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Richard Samworth.

I will discuss the exact simulation method for diffusions developed by Beskos, Papaspiliopoulos and Roberts and its application to statistical inference for diffusions. The talk will focus on the papers: `Exact Simulation of Diffusions’ and `Exact and Computationally Efficient Likelihood-based Estimation for Discretely Observed Diffusion Processes’.

This talk is part of the Statistics Reading Group series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2024 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity