A smoothing algorithm for estimating stochastic, continuous time model parameters and its application to a simple climate model
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References listed on IDEAS
- Philip Heidelberger & Peter D. Welch, 1983. "Simulation Run Length Control in the Presence of an Initial Transient," Operations Research, INFORMS, vol. 31(6), pages 1109-1144, December.
- Jeremy Oakley, 2002. "Bayesian inference for the uncertainty distribution of computer model outputs," Biometrika, Biometrika Trust, vol. 89(4), pages 769-784, December.
- Marc C. Kennedy & Anthony O'Hagan, 2001. "Bayesian calibration of computer models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 425-464.
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