"Unbiased estimation of the gradient of the log-likelihood for a class of ..."

Marco Ballesio, Ajay Jasra (2022)

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DOI: 10.1515/MCMA-2022-2105

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type: Journal Article

metadata version: 2022-04-01

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Marco Ballesio, Ajay Jasra:
Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. Monte Carlo Methods Appl. 28(1): 61-83 (2022)

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