Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data

15 February 2018

Papers citing "Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data"

4 / 4 papers shown

Title
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions Richard Nickl Jakob Sohl 52 76 0 19 Oct 2015
Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation J. van Waaij Harry Van Zanten 70 37 0 01 Jun 2015
On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures I. Castillo Richard Nickl 79 130 0 09 Oct 2013
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions Frank van der Meulen Harry Van Zanten 81 38 0 31 Jan 2013