Nonparametric Bayesian methods for one-dimensional diffusion models

DOI10.1016/j.mbs.2013.03.008zbMath1281.62179arXiv1209.6433OpenAlexW2048855728WikidataQ38094824 ScholiaQ38094824MaRDI QIDQ2637400

Harry van Zanten

Publication date: 11 February 2014

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.6433

Mathematics Subject Classification ID

Related Items (4)

Consistency of Bayesian nonparametric inference for discretely observed jump diffusions ⋮ Flexible Bayesian inference for diffusion processesusing splines ⋮ Editorial introduction ⋮ Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations

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