Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341)

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Reversible jump MCMC for nonparametric drift estimation for diffusion processes
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    Reversible jump MCMC for nonparametric drift estimation for diffusion processes (English)
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    8 November 2018
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    reversible jump Markov chain Monte Carlo
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    discretely observed diffusion process
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    data augmentation
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    nonparametric Bayesian inference
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    multiplicative scaling parameter
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    series prior
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