Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions

15 December 2016

Frank van der Meulen

Papers citing "Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions"

1 / 1 papers shown

Title
A piecewise deterministic Monte Carlo method for diffusion bridges J. Bierkens Sebastiano Grazzi Frank van der Meulen Moritz Schauer DiffM 24 22 0 16 Jan 2020