Consistency and intractable likelihood for jump diffusions and generalised coalescent processes
This thesis has two related aims: establishing tractable conditions for posterior consistency of statistical inference from non-IID data with an intractable likelihood, and developing Monte Carlo methodology for conducting such inference. Two prominent classes of models, jump diffusions and generali...
| Main Author: | |
|---|---|
| Published: |
University of Warwick
2016
|
| Subjects: | |
| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.714888 |