Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient |
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Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (English)
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12 August 2020
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diffusion coefficient
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Gaussian likelihood
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nonparametric Bayesian estimation
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pseudo-likelihood
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posterior contraction rate
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stochastic differential equation
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volatility
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