Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

Evelyn Buckwar; Massimiliano Tamborrino; Irene Tubikanec

doi:10.1007/s11222-019-09909-6

Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

Evelyn Buckwar, Massimiliano Tamborrino, Irene Tubikanec

Institute of Stochastics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	627–648
Number of pages	22
Journal	Statistics and Computing
Volume	30
Issue number	3
DOIs	https://doi.org/10.1007/s11222-019-09909-6
Publication status	Published - 2020

Fields of science

101 Mathematics
101014 Numerical mathematics
101018 Statistics
101019 Stochastics
101024 Probability theory

JKU Focus areas

Digital Transformation

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10.1007/s11222-019-09909-6

Cite this

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title = "Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs",

author = "Evelyn Buckwar and Massimiliano Tamborrino and Irene Tubikanec",

year = "2020",

doi = "10.1007/s11222-019-09909-6",

language = "English",

volume = "30",

pages = "627–648",

journal = "Statistics and Computing",

issn = "1573-1375",

number = "3",

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TY - JOUR

T1 - Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

AU - Buckwar, Evelyn

AU - Tamborrino, Massimiliano

AU - Tubikanec, Irene

PY - 2020

Y1 - 2020

UR - https://www.scopus.com/pages/publications/85074940321

U2 - 10.1007/s11222-019-09909-6

DO - 10.1007/s11222-019-09909-6

M3 - Article

SN - 1573-1375

VL - 30

SP - 627

EP - 648

JO - Statistics and Computing

JF - Statistics and Computing

IS - 3

ER -

Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

Fields of science

JKU Focus areas

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