@inproceedings{NIPS2012_5c936263, author = {Lyons, Simon and Storkey, Amos J and S\"{a}rkk\"{a}, Simo}, booktitle = {Advances in Neural Information Processing Systems}, editor = {F. Pereira and C.J. Burges and L. Bottou and K.Q. Weinberger}, pages = {}, publisher = {Curran Associates, Inc.}, title = {The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes}, url = {https://proceedings.neurips.cc/paper_files/paper/2012/file/5c936263f3428a40227908d5a3847c0b-Paper.pdf}, volume = {25}, year = {2012} }