1 citations · 1 across the 5 of their papers we have counts for
5 papers
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes
Miguel Alvarez, Ajay Jasra, Hamza Ruzayqat
In this article we consider the filtering problem associated to partially observed diffusions, with observations following a marked point process. In the model, the data form a poi…
On Time Uniform Wong-Zakai Approximation Theorems
Pierre Del Moral, Shulan Hu, Ajay Jasra +2
We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in man…
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods
Pierre Del Moral, Shulan Hu, Ajay Jasra +2
We consider the problem of Bayesian estimation of static parameters associated to a partially and discretely observed diffusion process. We assume that the exact transition dynamic…
Unbiased Parameter Estimation for Partially Observed Diffusions
Elsiddig Awadelkarim, Ajay Jasra, Hamza Ruzayqat
In this article we consider the estimation of static parameters for partially observed diffusion process with discrete-time observations over a fixed time interval. In particular,…
Unbiased Parameter Inference for a Class of Partially Observed Levy-Process Models
Hamza Ruzayqat, Ajay Jasra
We consider the problem of static Bayesian inference for partially observed Levy-process models. We develop a methodology which allows one to infer static parameters and some state…