Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
type: Item
instance of: scholarly article
title: Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
zbMATH Open document ID: 1333.62200
author: Masayuki Uchida
author: Nakahiro Yoshida
published in: Statistical Inference for Stochastic Processes
publication date: 2014-08-15T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6330833
zbMATH Keywords: convergence of moments
zbMATH Keywords: discrete time observations
zbMATH Keywords: Bayes type estimator
zbMATH Keywords: stochastic differential equation
MaRDI profile type: Publication
full work available at URL: s11203-014-9095-4
OpenAlex ID: W2040562319
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DOI: 10.1007/S11203-014-9095-4
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description: scientific article; zbMATH DE number 6330833