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Non-parametric Bayesian drift estimation for stochastic differential
  equations
v1v2 (latest)

Non-parametric Bayesian drift estimation for stochastic differential equations

21 June 2012
S. Gugushvili
Peter Spreij
ArXiv (abs)PDFHTML

Papers citing "Non-parametric Bayesian drift estimation for stochastic differential equations"

1 / 1 papers shown
Title
Consistent nonparametric Bayesian inference for discretely observed
  scalar diffusions
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Frank van der Meulen
Harry Van Zanten
92
38
0
31 Jan 2013
1