Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341): Difference between revisions

@@ Property / DOI @@
-.1016/j.csda.2013.03.002
@@ Property / DOI: 10.1016/j.csda.2013.03.002 / rank @@
-Normal rank
@@ Property / author @@
-Frank H. van der Meulen
@@ Property / author: Frank H. van der Meulen / rank @@
-Normal rank
@@ Property / author @@
+Frank H. van der Meulen
@@ Property / author: Frank H. van der Meulen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2122947017
@@ Property / OpenAlex ID: W2122947017 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4910
@@ Property / arXiv ID: 1206.4910 / rank @@
+Normal rank
@@ Property / cites work @@
+Retrospective exact simulation of diffusion sample paths with applications
+Normal rank
@@ Property / cites work @@
+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
+Normal rank
@@ Property / cites work @@
+Handbook of Markov Chain Monte Carlo
@@ Property / cites work: Handbook of Markov Chain Monte Carlo / rank @@
+Normal rank
@@ Property / cites work @@
+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
+Normal rank
@@ Property / cites work @@
+Q4792073
@@ Property / cites work: Q4792073 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3993061
@@ Property / cites work: Q3993061 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Bayesian inference for ergodic diffusions
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of diffusions: a differential equations approach
+Normal rank
@@ Property / cites work @@
+Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs
+Normal rank
@@ Property / cites work @@
+The Bayesian Choice
@@ Property / cites work: The Bayesian Choice / rank @@
+Normal rank
@@ Property / cites work @@
+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
+Normal rank
@@ Property / cites work @@
+Q4492756
@@ Property / cites work: Q4492756 / rank @@
+Normal rank
@@ Property / cites work @@
+Triangulated graphs and the elimination process
@@ Property / cites work: Triangulated graphs and the elimination process / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
+Normal rank
@@ Property / cites work @@
+Rates of convergence of posterior distributions.
@@ Property / cites work: Rates of convergence of posterior distributions. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220521
@@ Property / cites work: Q4220521 / rank @@
+Normal rank
@@ Property / cites work @@
+The Calculation of Posterior Distributions by Data Augmentation
+Normal rank
@@ Property / cites work @@
+Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
+Normal rank
@@ Property / cites work @@
+Bayesian aspects of some nonparametric problems
@@ Property / cites work: Bayesian aspects of some nonparametric problems / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CSDA.2013.03.002
@@ Property / DOI: 10.1016/J.CSDA.2013.03.002 / rank @@
+Normal rank