Consistent nonparametric Bayesian inference for discretely observed scalar diffusions (Q1940748)
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English | Consistent nonparametric Bayesian inference for discretely observed scalar diffusions |
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Consistent nonparametric Bayesian inference for discretely observed scalar diffusions (English)
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7 March 2013
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Bayesian nonparametrics
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drift function
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posterior consistency
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posterior distribution
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stochastic differential equations
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wavelets
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