Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion (Q5174357)
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scientific article; zbMATH DE number 6404997
Language | Label | Description | Also known as |
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English | Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion |
scientific article; zbMATH DE number 6404997 |
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Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion (English)
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17 February 2015
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dispersion coefficient
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nonparametric Bayesian estimation
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posterior consistency
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time-inhomogeneous Brownian motion
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