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Nonparametric Bayesian inference for ergodic diffusions - MaRDI portal

Nonparametric Bayesian inference for ergodic diffusions (Q730843)

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scientific article; zbMATH DE number 5610202
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Nonparametric Bayesian inference for ergodic diffusions
scientific article; zbMATH DE number 5610202

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    Nonparametric Bayesian inference for ergodic diffusions (English)
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    1 October 2009
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    nonparametric Bayesian inference
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    ergodic diffusion
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    Gaussian process prior
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    rate of posterior contraction
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