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Minimal Entropy Approximations and Optimal Algorithms

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  • Crisan Dan
  • Lyons Terry

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  • Crisan Dan & Lyons Terry, 2002. "Minimal Entropy Approximations and Optimal Algorithms," Monte Carlo Methods and Applications, De Gruyter, vol. 8(4), pages 343-356, December.
    • Handle: RePEc:bpj:mcmeap:v:8:y:2002:i:4:p:343-356:n:2
    DOI: 10.1515/mcma.2002.8.4.343
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    References listed on IDEAS

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    1. Andrieu †Christophe & Doucet‡ Arnaud, 2001. "Optimal Estimation of Amplitude and Phase Modulated Signals," Monte Carlo Methods and Applications, De Gruyter, vol. 7(1-2), pages 1-14, December.
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    Cited by:

    1. Ninomiya Syoiti, 2003. "A partial sampling method applied to the Kusuoka approximation," Monte Carlo Methods and Applications, De Gruyter, vol. 9(1), pages 27-38, January.
    2. Chaudru de Raynal, P.E. & Garcia Trillos, C.A., 2015. "A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 125(6), pages 2206-2255.
    3. repec:wyi:journl:002173 is not listed on IDEAS
    4. Ming Lin & Changjiang Liu & Linlin Niu, 2013. "Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

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