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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. 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.
    2. 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.
    3. 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.
    4. repec:wyi:journl:002173 is not listed on IDEAS

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