Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions |
scientific article |
Statements
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (English)
0 references
28 August 2020
0 references
penalised least squares estimator
0 references
asymptotics of nonparametric Bayes procedures
0 references
Bernstein-von Mises theorem
0 references
uncertainty quantification
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
