Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion

24 April 2013

Papers citing "Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion"

4 / 4 papers shown

Title
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions Frank van der Meulen Harry Van Zanten 92 38 0 31 Jan 2013
Non-parametric Bayesian drift estimation for stochastic differential equations S. Gugushvili Peter Spreij 69 22 0 21 Jun 2012
Rates of contraction of posterior distributions based on Gaussian process priors Van der Vaart V. Zanten 230 433 0 18 Jun 2008
Reproducing kernel Hilbert spaces of Gaussian priors Van der Vaart V. Zanten 101 224 0 21 May 2008