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Consistent inference for diffusions from low frequency measurements

Consistent inference for diffusions from low frequency measurements

24 October 2022
Richard Nickl
ArXivPDFHTML

Papers citing "Consistent inference for diffusions from low frequency measurements"

3 / 3 papers shown
Title
Statistical algorithms for low-frequency diffusion data: A PDE approach
Statistical algorithms for low-frequency diffusion data: A PDE approach
Matteo Giordano
Sven Wang
33
2
0
02 May 2024
Bayesian Nonparametric Inference in McKean-Vlasov models
Bayesian Nonparametric Inference in McKean-Vlasov models
Richard Nickl
G. Pavliotis
Kolyan Ray
23
5
0
25 Apr 2024
Consistency of Bayesian inference with Gaussian process priors in an
  elliptic inverse problem
Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem
M. Giordano
Richard Nickl
29
57
0
16 Oct 2019
1