Simulation of multivariate diffusion bridges
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Journal of the Royal Statistical Society, Series B (Statistical Methodology) |
Volume | 78 |
Issue number | 2 |
Pages (from-to) | 343–369 |
ISSN | 1369-7412 |
DOIs | |
Publication status | Published - 2016 |
ID: 154745955