Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338)

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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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