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Nonparametric Bayesian inference for reversible multi-dimensional diffusions - MaRDI portal

Nonparametric Bayesian inference for reversible multi-dimensional diffusions

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Publication:6356702

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DOI10.1214/22-AOS2213arXiv2012.12083MaRDI QIDQ6356702

Matteo Giordano, Kolyan Ray

Publication date: 22 December 2020

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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