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Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data - MaRDI portal

Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data

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Publication:6507128

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arXiv2211.12267MaRDI QIDQ6507128

Kolyan Ray, Marc R. Hoffmann

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Diffusion processes (60J60)

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