A cSMC-based framework estimates splitting-scheme pseudolikelihoods under several observation regimes, using diffusion bridges to reduce time-discretization bias.
Statistical inference for stochastic differential equations
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Inference for Diffusion Processes via Controlled Sequential Monte Carlo and Splitting Schemes
A cSMC-based framework estimates splitting-scheme pseudolikelihoods under several observation regimes, using diffusion bridges to reduce time-discretization bias.