Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion (Q5174357)

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scientific article; zbMATH DE number 6404997
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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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