Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338)
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English | Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data |
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Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (English)
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25 September 2019
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adaptive estimation
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Bayesian nonparametrics
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concentration inequalities
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diffusion processes
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discrete time observations
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drift function
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