181 citations · 755 across the 107 of their papers we have counts for
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stat.ME2021★ 1 cited
Unbiased Estimation of the Hessian for Partially Observed Diffusions
Neil K. Chada, Ajay Jasra, Fangyuan Yu
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 proce…
stat.ME2021★ 3 cited
On Unbiased Score Estimation for Partially Observed Diffusions
Jeremy Heng, Jeremie Houssineau, Ajay Jasra
We consider the problem of statistical inference for a class of partially-observed diffusion processes, with discretely-observed data and finite-dimensional parameters. We construc…