Consistent nonparametric Bayesian inference for discretely observed scalar diffusions (Q1940748): Difference between revisions

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-Frank H. van der Meulen
@@ Property / author: Frank H. van der Meulen / rank @@
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@@ Property / author @@
+Frank H. van der Meulen
@@ Property / author: Frank H. van der Meulen / rank @@
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+MaRDI publication profile
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+.7567
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@@ Property / cites work @@
+The consistency of posterior distributions in nonparametric problems
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+Ten Lectures on Wavelets
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+On the consistency of Bayes estimates
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Convergence rates of posterior distributions.
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+Convergence rates of posterior distributions for non iid observations
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+Bayesian inference for nonlinear multivariate diffusion models observed with error
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