Simulation of multivariate diffusion bridges
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| 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