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Adaptive posterior contraction rates for empirical Bayesian drift
  estimation of a diffusion

Adaptive posterior contraction rates for empirical Bayesian drift estimation of a diffusion

27 September 2019
J. van Waaij
ArXivPDFHTML

Papers citing "Adaptive posterior contraction rates for empirical Bayesian drift estimation of a diffusion"

1 / 1 papers shown
Title
Nonparametric Bayesian posterior contraction rates for discretely
  observed scalar diffusions
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
Richard Nickl
Jakob Sohl
44
77
0
19 Oct 2015
1