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Unbiased estimation of the Hessian for partially observed diffusions
In this article, we consider the development of unbiased estimators of the Hessian, of the log-likelihood function with respect to parameters, for partially observed diffusion processes. These processes arise in numerous applications, where such diffusions require derivative information, either thro...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
The Royal Society
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9215219/ https://www.ncbi.nlm.nih.gov/pubmed/35756881 http://dx.doi.org/10.1098/rspa.2021.0710 |