Pages that link to "Item:Q882885"
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The following pages link to Convergence rates of posterior distributions for Brownian semimartingale models (Q882885):
Displaying 18 items.
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199) (← links)
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling (Q511556) (← links)
- Adaptive nonparametric Bayesian inference using location-scale mixture priors (Q620549) (← links)
- Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
- Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes (Q899533) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors (Q1950889) (← links)
- Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199) (← links)
- Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
- Bayesian consistency for Markov models (Q2352339) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
- Nonparametric Bayesian methods for one-dimensional diffusion models (Q2637400) (← links)
- On Brownian motion as a prior for nonparametric regression (Q3061270) (← links)
- Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)
