Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341)
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scientific article; zbMATH DE number 6975411
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reversible jump MCMC for nonparametric drift estimation for diffusion processes |
scientific article; zbMATH DE number 6975411 |
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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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0.9050534
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0.8887074
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0.88593584
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0.8843661
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0.8840808
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0.8839474
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