Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.csda.2013.03.002 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CSDA.2013.03.002 / rank | |||
Normal rank | |||
Latest revision as of 23:09, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reversible jump MCMC for nonparametric drift estimation for diffusion processes |
scientific article |
Statements
Reversible jump MCMC for nonparametric drift estimation for diffusion processes (English)
0 references
8 November 2018
0 references
reversible jump Markov chain Monte Carlo
0 references
discretely observed diffusion process
0 references
data augmentation
0 references
nonparametric Bayesian inference
0 references
multiplicative scaling parameter
0 references
series prior
0 references
0 references
0 references
0 references
